+568.7%
NTAP vs XYL
+149.5%
+419.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.1% |
| 7D | -1.0% | -1.2% | +0.3% | -0.3% |
| 30D | -7.5% | -13.2% | +5.7% | -0.3% |
| 3M | +14.6% | -0.2% | +14.8% | +13.9% |
| 6M | +91.0% | -12.5% | +103.5% | +102.7% |
| YTD | +73.7% | -20.9% | +94.6% | +94.3% |
| 1Y | +51.2% | -21.6% | +72.8% | +69.9% |
| 3Y | +146.1% | +16.1% | +130.0% | +117.5% |
| 5Y | +122.8% | -15.6% | +138.5% | +130.3% |
| All | +568.7% | +149.5% | +419.2% | +270.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling