+21.1%
NSC vs XYL
-21.5%
+42.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.4% | -1.2% |
| 7D | -1.5% | +1.8% | -3.3% | -2.0% |
| 30D | -1.9% | -9.2% | +7.3% | +0.5% |
| 3M | +6.2% | -0.3% | +6.5% | +6.1% |
| 6M | +9.2% | -11.0% | +20.1% | +11.8% |
| YTD | +15.0% | -19.2% | +34.2% | +19.9% |
| 1Y | +21.1% | -21.2% | +42.3% | +26.9% |
| All | +21.1% | -21.5% | +42.6% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling