-16.3%
NOW vs XYL
+5.2%
-21.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.2% |
| 7D | -3.0% | +5.9% | -8.9% | -4.4% |
| 30D | -26.0% | -3.9% | -22.1% | -25.4% |
| 3M | -13.1% | -18.7% | +5.6% | -7.9% |
| 6M | +14.5% | -16.9% | +31.4% | +20.6% |
| YTD | -33.4% | -27.4% | -6.1% | -27.2% |
| 1Y | -40.6% | -34.0% | -6.6% | -32.0% |
| 3Y | -16.3% | +5.6% | -21.9% | -27.6% |
| All | -16.3% | +5.2% | -21.5% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling