-99.1%
NVD vs XYL
+10.6%
-109.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +3.4% |
| 7D | +9.0% | -1.2% | +10.3% | +7.6% |
| 30D | -5.5% | -13.2% | +7.7% | -18.4% |
| 3M | -24.6% | -0.2% | -24.5% | -23.9% |
| 6M | -42.1% | -12.5% | -29.6% | -49.1% |
| YTD | -44.3% | -20.9% | -23.5% | -56.3% |
| 1Y | -54.2% | -21.6% | -32.6% | -64.0% |
| 3Y | -99.1% | +16.1% | -115.3% | -98.8% |
| All | -99.1% | +10.6% | -109.7% | -98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling