+444.8%
NVDA vs XYL
-23.3%
+468.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -12.7% | -3.7% | -9.0% | -10.7% |
| 30D | -26.4% | -8.3% | -18.1% | -23.9% |
| 3M | -27.6% | -21.4% | -6.2% | -17.0% |
| 6M | -27.7% | -12.9% | -14.8% | -23.9% |
| YTD | -12.5% | -30.1% | +17.6% | +7.1% |
| 1Y | -12.6% | -35.2% | +22.5% | +13.4% |
| 3Y | +235.9% | -0.8% | +236.7% | +197.0% |
| All | +444.8% | -23.3% | +468.1% | +516.7% |
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 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