+2,490.2%
NVDL vs XYL
-3.6%
+2,493.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -10.3% | +1.2% | -11.5% | -11.4% |
| 30D | -7.1% | -11.9% | +4.8% | +4.1% |
| 3M | +6.6% | -1.5% | +8.1% | +5.7% |
| 6M | +21.1% | -11.9% | +33.0% | +33.5% |
| YTD | +15.2% | -20.6% | +35.8% | +39.4% |
| 1Y | +18.8% | -23.5% | +42.3% | +50.4% |
| 3Y | +649.9% | +14.9% | +635.0% | +618.1% |
| All | +2,490.2% | -3.6% | +2,493.8% | +2,729.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling