+87.8%
NUE vs XYL
-30.7%
+118.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.0% | -7.0% | -2.8% |
| 7D | -1.4% | +14.5% | -16.0% | -3.7% |
| 30D | +6.6% | -1.3% | +7.9% | +5.4% |
| 3M | -2.0% | -17.0% | +15.0% | +3.5% |
| 6M | +19.2% | -11.3% | +30.5% | +22.5% |
| YTD | +65.6% | -25.0% | +90.6% | +75.5% |
| 1Y | +87.8% | -31.5% | +119.4% | +109.0% |
| All | +87.8% | -30.7% | +118.5% | +109.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling