+73.3%
NSC vs XYL
+5.2%
+68.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.0% |
| 7D | -6.6% | +5.9% | -12.5% | -8.6% |
| 30D | +2.2% | -3.9% | +6.1% | +2.6% |
| 3M | -6.2% | -18.7% | +12.5% | +1.2% |
| 6M | +1.7% | -16.9% | +18.6% | +8.2% |
| YTD | +12.2% | -27.4% | +39.6% | +26.3% |
| 1Y | +15.4% | -34.0% | +49.4% | +36.7% |
| 3Y | +73.3% | +5.6% | +67.7% | +37.6% |
| All | +73.3% | +5.2% | +68.1% | +37.6% |
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 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