+506.3%
NOW vs XYL
+113.6%
+392.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.6% | -1.9% |
| 7D | -8.7% | +0.6% | -9.3% | -9.1% |
| 30D | -29.3% | -5.7% | -23.6% | -28.2% |
| 3M | -21.8% | -19.8% | -2.0% | -13.9% |
| 6M | +9.2% | -14.2% | +23.4% | +15.7% |
| YTD | -35.0% | -28.1% | -6.9% | -25.7% |
| 1Y | -42.5% | -35.0% | -7.5% | -30.6% |
| 3Y | -21.5% | +2.1% | -23.6% | -28.2% |
| 5Y | -25.8% | -22.1% | -3.7% | -23.4% |
| 10Y | +506.3% | +107.0% | +399.4% | +285.1% |
| All | +506.3% | +113.6% | +392.7% | +285.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling