+153.5%
NTAP vs XYL
+18.1%
+135.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.0% | +0.6% |
| 7D | +3.3% | +1.8% | +1.5% | +2.4% |
| 30D | -0.2% | -9.2% | +9.0% | +4.1% |
| 3M | +11.4% | -0.3% | +11.7% | +10.7% |
| 6M | +88.7% | -11.0% | +99.6% | +96.9% |
| YTD | +78.9% | -19.2% | +98.1% | +96.0% |
| 1Y | +58.8% | -21.2% | +80.0% | +76.2% |
| 3Y | +153.5% | +18.6% | +134.9% | +121.3% |
| All | +153.5% | +18.1% | +135.5% | +121.3% |
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