+68.1%
NTAP vs XYL
-30.7%
+98.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.0% | -6.6% | -1.8% |
| 7D | -16.1% | +14.5% | -30.6% | -16.9% |
| 30D | -15.9% | -1.3% | -14.6% | -15.9% |
| 3M | -1.2% | -17.0% | +15.7% | +2.9% |
| 6M | +70.1% | -11.3% | +81.4% | +73.3% |
| YTD | +77.9% | -25.0% | +102.9% | +92.8% |
| 1Y | +68.1% | -31.5% | +99.7% | +96.9% |
| All | +68.1% | -30.7% | +98.8% | +96.9% |
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