+45.4%
NU vs XYL
-8.6%
+54.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.9% |
| 7D | -4.2% | -1.2% | -3.0% | -3.4% |
| 30D | +10.0% | -13.2% | +23.2% | +21.6% |
| 3M | +29.3% | -0.2% | +29.4% | +27.7% |
| 6M | +0.9% | -12.5% | +13.4% | +9.8% |
| YTD | -10.3% | -20.9% | +10.6% | +3.8% |
| 1Y | -3.2% | -21.6% | +18.4% | +12.5% |
| 3Y | +120.6% | +16.1% | +104.4% | +71.8% |
| All | +45.4% | -8.6% | +54.0% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling