+47.4%
NSC vs XYL
-17.7%
+65.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.4% |
| 7D | -5.5% | -5.0% | -0.5% | -3.4% |
| 30D | -3.2% | -13.2% | +10.0% | +2.9% |
| 3M | +7.7% | -3.7% | +11.4% | +9.0% |
| 6M | +4.5% | -17.7% | +22.2% | +13.2% |
| YTD | +15.6% | -21.5% | +37.1% | +27.2% |
| 1Y | +19.8% | -24.5% | +44.3% | +34.1% |
| 3Y | +70.1% | +6.9% | +63.2% | +59.8% |
| All | +47.4% | -17.7% | +65.1% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling