+66.7%
NTAP vs XYL
-35.7%
+102.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.8% | +4.1% |
| 7D | -2.4% | -5.9% | +3.5% | -2.2% |
| 30D | -23.4% | -7.3% | -16.1% | -23.1% |
| 3M | -7.5% | -22.5% | +15.0% | -3.2% |
| 6M | +56.4% | -14.4% | +70.8% | +59.0% |
| YTD | +73.6% | -29.4% | +103.0% | +88.7% |
| All | +66.7% | -35.7% | +102.4% | +94.0% |
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 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