+235.9%
NVDA vs XYL
-0.5%
+236.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -12.7% | -3.7% | -9.0% | -11.4% |
| 30D | -26.4% | -8.3% | -18.1% | -24.7% |
| 3M | -27.6% | -21.4% | -6.2% | -20.0% |
| 6M | -27.7% | -12.9% | -14.8% | -25.2% |
| YTD | -12.5% | -30.1% | +17.6% | +2.2% |
| 1Y | -12.6% | -35.2% | +22.5% | +7.4% |
| 3Y | +235.9% | -0.8% | +236.7% | +261.8% |
| All | +235.9% | -0.5% | +236.4% | +261.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling