+1,988.6%
NOW vs XYL
+374.2%
+1,614.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | 0.0% |
| 7D | -3.1% | +2.1% | -5.1% | -4.2% |
| 30D | -27.0% | -3.4% | -23.7% | -26.8% |
| 3M | -17.7% | -17.2% | -0.5% | -10.6% |
| 6M | +12.7% | -12.0% | +24.7% | +17.9% |
| YTD | -32.9% | -26.3% | -6.6% | -24.1% |
| 1Y | -40.4% | -33.5% | -6.9% | -28.7% |
| 3Y | -17.1% | +6.4% | -23.5% | -25.5% |
| 5Y | -25.7% | -20.9% | -4.8% | -22.7% |
| 10Y | +504.6% | +120.8% | +383.8% | +237.8% |
| All | +1,988.6% | +374.2% | +1,614.4% | +738.0% |
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