-61.4%
NVD vs XYL
-23.4%
-38.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.7% | -2.4% |
| 7D | -11.1% | -5.0% | -6.1% | -13.3% |
| 30D | -13.3% | -13.2% | 0.0% | -19.3% |
| 3M | -19.8% | -3.7% | -16.1% | -19.9% |
| 6M | -48.8% | -17.7% | -31.1% | -53.2% |
| YTD | -49.7% | -21.5% | -28.1% | -54.9% |
| 1Y | -61.4% | -24.5% | -36.9% | -67.0% |
| All | -61.4% | -23.4% | -38.0% | -67.0% |
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