-99.2%
NVD vs XYL
+12.9%
-112.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.0% | +0.9% | +6.9% |
| 7D | -7.7% | +1.8% | -9.5% | -6.1% |
| 30D | -5.8% | -9.2% | +3.4% | -14.9% |
| 3M | -23.2% | -0.3% | -22.9% | -22.6% |
| 6M | -49.7% | -11.0% | -38.8% | -55.1% |
| YTD | -47.7% | -19.2% | -28.5% | -58.1% |
| 1Y | -61.3% | -21.2% | -40.1% | -69.7% |
| 3Y | -99.2% | +18.6% | -117.8% | -98.9% |
| All | -99.2% | +12.9% | -112.1% | -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 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