+60.9%
NTAP vs XYL
-15.2%
+76.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +1.5% |
| 7D | +9.9% | -6.0% | +15.9% | +9.3% |
| 30D | -22.1% | -8.3% | -13.8% | -22.2% |
| 3M | -7.7% | -22.6% | +14.9% | -5.0% |
| 6M | +60.9% | -15.0% | +76.0% | +63.4% |
| All | +60.9% | -15.2% | +76.2% | +63.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling