+2,771.1%
NOW vs XYL
+404.9%
+2,366.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -0.9% | -1.9% |
| 7D | -2.4% | -5.0% | +2.7% | +0.4% |
| 30D | +20.5% | -13.2% | +33.7% | +29.8% |
| 3M | +18.3% | -3.7% | +22.1% | +20.2% |
| 6M | +24.1% | -17.7% | +41.8% | +35.5% |
| YTD | -7.8% | -21.5% | +13.7% | +2.6% |
| 1Y | -21.4% | -24.5% | +3.1% | -10.9% |
| 3Y | +19.5% | +6.9% | +12.6% | +9.0% |
| 5Y | +4.1% | -18.1% | +22.1% | +7.9% |
| 10Y | +826.4% | +134.7% | +691.7% | +409.0% |
| All | +2,771.1% | +404.9% | +2,366.3% | +1,033.0% |
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