+302.5%
NSC vs XYL
+129.6%
+172.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.4% | +1.0% |
| 7D | -5.4% | +2.1% | -7.4% | -6.4% |
| 30D | +2.9% | -3.4% | +6.3% | +3.5% |
| 3M | -2.2% | -17.2% | +15.0% | +7.0% |
| 6M | +5.3% | -12.0% | +17.3% | +10.7% |
| YTD | +14.8% | -26.3% | +41.1% | +32.3% |
| 1Y | +16.6% | -33.5% | +50.0% | +42.7% |
| 3Y | +78.6% | +6.4% | +72.2% | +61.8% |
| 5Y | +27.2% | -20.9% | +48.1% | +35.0% |
| 10Y | +302.5% | +120.8% | +181.7% | +128.1% |
| All | +302.5% | +129.6% | +172.9% | +128.1% |
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