+643.9%
NRG vs XYL
+459.9%
+184.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.1% |
| 7D | +3.9% | +0.8% | +3.0% | +3.4% |
| 30D | -3.0% | -10.8% | +7.9% | +2.2% |
| 3M | -10.9% | -2.5% | -8.4% | -10.6% |
| 6M | -25.3% | -12.2% | -13.1% | -21.3% |
| YTD | -26.8% | -20.1% | -6.8% | -19.9% |
| 1Y | -23.3% | -20.6% | -2.6% | -15.7% |
| 3Y | +208.6% | +17.3% | +191.3% | +183.0% |
| 5Y | +194.1% | -14.5% | +208.6% | +202.4% |
| 10Y | +1,123.6% | +150.2% | +973.4% | +674.0% |
| All | +643.9% | +459.9% | +184.0% | +254.6% |
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 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