+48.4%
NU vs XYL
-6.6%
+55.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.2% | -2.4% |
| 7D | +6.0% | +1.8% | +4.2% | +4.6% |
| 30D | +10.8% | -9.2% | +20.0% | +18.5% |
| 3M | +32.2% | -0.3% | +32.4% | +30.8% |
| 6M | +5.1% | -11.0% | +16.1% | +13.0% |
| YTD | -8.4% | -19.2% | +10.8% | +4.3% |
| 1Y | +0.7% | -21.2% | +21.9% | +16.8% |
| 3Y | +125.1% | +18.6% | +106.5% | +72.7% |
| All | +48.4% | -6.6% | +55.0% | +36.5% |
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