+156.0%
NOK vs XYL
+466.0%
-310.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.2% | +4.8% |
| 7D | +7.3% | +1.8% | +5.5% | +6.4% |
| 30D | +13.8% | -9.2% | +23.0% | +18.8% |
| 3M | -27.0% | -0.3% | -26.7% | -27.6% |
| 6M | +37.6% | -11.0% | +48.6% | +43.4% |
| YTD | +64.6% | -19.2% | +83.8% | +78.8% |
| 1Y | +132.0% | -21.2% | +153.2% | +155.1% |
| 3Y | +183.7% | +18.6% | +165.1% | +148.4% |
| 5Y | +101.3% | -14.3% | +115.6% | +102.6% |
| 10Y | +122.4% | +141.0% | -18.6% | +19.4% |
| All | +156.0% | +466.0% | -310.0% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling