-38.7%
NOW vs XYL
-30.7%
-8.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -0.1% |
| 7D | -27.5% | +14.5% | -42.1% | -27.1% |
| 30D | -20.0% | -1.3% | -18.7% | -18.8% |
| 3M | -7.9% | -17.0% | +9.1% | -7.3% |
| 6M | +18.3% | -11.3% | +29.6% | +20.9% |
| YTD | -29.0% | -25.0% | -4.0% | -29.4% |
| 1Y | -38.7% | -31.5% | -7.2% | -36.8% |
| All | -38.7% | -30.7% | -8.0% | -36.8% |
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