+548.8%
NTAP vs XYL
+394.7%
+154.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.8% | +4.9% |
| 7D | -2.4% | -5.9% | +3.5% | +0.4% |
| 30D | -23.4% | -7.3% | -16.1% | -21.9% |
| 3M | -7.5% | -22.5% | +15.0% | +2.8% |
| 6M | +56.4% | -14.4% | +70.8% | +64.5% |
| YTD | +73.6% | -29.4% | +103.0% | +99.8% |
| 1Y | +68.4% | -35.6% | +104.0% | +103.2% |
| 3Y | +150.6% | +0.3% | +150.3% | +137.7% |
| 5Y | +122.5% | -22.3% | +144.8% | +134.2% |
| 10Y | +589.7% | +103.2% | +486.5% | +347.9% |
| All | +548.8% | +394.7% | +154.1% | +199.8% |
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