-21.4%
NOW vs XYL
-23.4%
+2.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -0.9% | -3.0% |
| 7D | -2.4% | -5.0% | +2.7% | -2.5% |
| 30D | +20.5% | -13.2% | +33.7% | +19.8% |
| 3M | +18.3% | -3.7% | +22.1% | +20.0% |
| 6M | +24.1% | -17.7% | +41.8% | +23.3% |
| YTD | -7.8% | -21.5% | +13.7% | -9.0% |
| 1Y | -21.4% | -24.5% | +3.1% | -21.8% |
| All | -21.4% | -23.4% | +2.0% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling