+326.9%
NSC vs XYL
+141.5%
+185.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.4% | -2.1% |
| 7D | -1.5% | +1.8% | -3.3% | -2.6% |
| 30D | -1.9% | -9.2% | +7.3% | +3.4% |
| 3M | +6.2% | -0.3% | +6.5% | +5.7% |
| 6M | +9.2% | -11.0% | +20.1% | +15.5% |
| YTD | +15.0% | -19.2% | +34.2% | +27.9% |
| 1Y | +21.1% | -21.2% | +42.3% | +36.3% |
| 3Y | +78.6% | +18.6% | +60.0% | +54.2% |
| 5Y | +45.9% | -14.3% | +60.2% | +50.0% |
| 10Y | +326.9% | +141.0% | +185.8% | +127.0% |
| All | +326.9% | +141.5% | +185.4% | +127.0% |
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 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