+14,546.7%
NVDA vs XYL
+150.5%
+14,396.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | -5.1% | +1.2% | -6.3% | -6.0% |
| 30D | -2.5% | -11.9% | +9.5% | +5.9% |
| 3M | +6.7% | -1.5% | +8.2% | +6.6% |
| 6M | +17.6% | -11.9% | +29.5% | +26.1% |
| YTD | +17.3% | -20.6% | +37.9% | +34.0% |
| 1Y | +23.5% | -23.5% | +47.0% | +44.8% |
| 3Y | +384.6% | +14.9% | +369.8% | +318.9% |
| 5Y | +875.4% | -15.3% | +890.7% | +921.8% |
| All | +14,546.7% | +150.5% | +14,396.2% | +8,274.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling