-20.1%
NVDL vs XYL
-30.7%
+10.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.0% | -11.0% | -6.7% |
| 7D | -14.0% | +14.5% | -28.6% | -16.1% |
| 30D | -31.2% | -1.3% | -29.8% | -31.5% |
| 3M | -15.5% | -17.0% | +1.5% | -10.0% |
| 6M | -10.3% | -11.3% | +1.1% | -8.0% |
| YTD | -5.8% | -25.0% | +19.2% | +4.8% |
| 1Y | -20.1% | -31.5% | +11.5% | -9.5% |
| All | -20.1% | -30.7% | +10.6% | -9.5% |
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