+70.9%
NVT vs XYL
-23.4%
+94.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.5% |
| 7D | +5.1% | -5.0% | +10.1% | +7.5% |
| 30D | -3.7% | -13.2% | +9.5% | +2.5% |
| 3M | -10.1% | -3.7% | -6.4% | -10.9% |
| 6M | +37.5% | -17.7% | +55.1% | +49.7% |
| YTD | +53.7% | -21.5% | +75.3% | +68.1% |
| 1Y | +70.9% | -24.5% | +95.4% | +96.5% |
| All | +70.9% | -23.4% | +94.2% | +96.5% |
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