+63.4%
NUE vs XYL
+15.2%
+48.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | -2.7% | -1.2% | -1.4% | -2.1% |
| 30D | -6.1% | -13.2% | +7.1% | +1.2% |
| 3M | +2.2% | -0.2% | +2.4% | +2.0% |
| 6M | +50.8% | -12.5% | +63.3% | +60.6% |
| YTD | +57.5% | -20.9% | +78.4% | +76.4% |
| 1Y | +82.5% | -21.6% | +104.0% | +105.3% |
| All | +63.4% | +15.2% | +48.2% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling