+75.0%
NSC vs XYL
-0.5%
+75.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +2.5% | -3.7% | +6.2% | +3.9% |
| 30D | +1.7% | -8.3% | +10.0% | +4.0% |
| 3M | -2.6% | -21.4% | +18.9% | +6.4% |
| 6M | +6.4% | -12.9% | +19.4% | +10.5% |
| YTD | +15.5% | -30.1% | +45.6% | +31.7% |
| 1Y | +17.6% | -35.2% | +52.8% | +39.6% |
| 3Y | +75.0% | -0.8% | +75.7% | +43.0% |
| All | +75.0% | -0.5% | +75.4% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling