+1.0%
NVDA vs XYL
-30.7%
+31.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.0% | -8.1% | -3.5% |
| 7D | -7.1% | +14.5% | -21.6% | -8.2% |
| 30D | -16.2% | -1.3% | -14.9% | -16.3% |
| 3M | -5.5% | -17.0% | +11.5% | -2.3% |
| 6M | +1.1% | -11.3% | +12.4% | +2.4% |
| YTD | +7.6% | -25.0% | +32.5% | +13.5% |
| 1Y | +1.0% | -31.5% | +32.5% | +7.6% |
| All | +1.0% | -30.7% | +31.7% | +7.6% |
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 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