+958.1%
NUE vs XYL
+459.9%
+498.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.2% |
| 7D | -2.3% | +0.8% | -3.1% | -2.9% |
| 30D | -6.1% | -10.8% | +4.8% | +0.2% |
| 3M | +1.7% | -2.5% | +4.2% | +2.8% |
| 6M | +53.1% | -12.2% | +65.3% | +63.8% |
| YTD | +59.0% | -20.1% | +79.1% | +78.9% |
| 1Y | +85.3% | -20.6% | +106.0% | +109.3% |
| 3Y | +63.2% | +17.3% | +45.9% | +43.8% |
| 5Y | +146.8% | -14.5% | +161.3% | +156.0% |
| 10Y | +584.3% | +150.2% | +434.1% | +284.8% |
| All | +958.1% | +459.9% | +498.2% | +317.6% |
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