+41.5%
NU vs XYL
-8.2%
+49.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.9% |
| 7D | -4.9% | +1.2% | -6.1% | -5.7% |
| 30D | +7.8% | -11.9% | +19.8% | +17.9% |
| 3M | +20.9% | -1.5% | +22.5% | +20.7% |
| 6M | +0.9% | -11.9% | +12.8% | +9.2% |
| YTD | -12.7% | -20.6% | +7.9% | +0.7% |
| 1Y | -6.4% | -23.5% | +17.1% | +11.0% |
| 3Y | +98.1% | +14.9% | +83.3% | +55.9% |
| All | +41.5% | -8.2% | +49.8% | +31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling