+542.6%
NTAP vs XYL
+389.9%
+152.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +7.2% | -3.7% | +10.9% | +9.1% |
| 30D | -18.4% | -8.3% | -10.0% | -16.3% |
| 3M | -11.3% | -21.4% | +10.1% | -2.1% |
| 6M | +53.8% | -12.9% | +66.7% | +60.4% |
| YTD | +72.0% | -30.1% | +102.0% | +98.8% |
| 1Y | +68.0% | -35.2% | +103.2% | +101.9% |
| 3Y | +149.5% | -0.8% | +150.3% | +137.8% |
| 5Y | +125.6% | -23.2% | +148.8% | +138.8% |
| 10Y | +583.1% | +101.2% | +481.9% | +345.7% |
| All | +542.6% | +389.9% | +152.7% | +198.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling