+187.5%
NVT vs XYL
+15.7%
+171.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.3% | +4.4% |
| 7D | +4.1% | +1.2% | +2.9% | +3.3% |
| 30D | -5.1% | -11.9% | +6.8% | +3.5% |
| 3M | -1.2% | -1.5% | +0.4% | -2.0% |
| 6M | +46.6% | -11.9% | +58.5% | +57.7% |
| YTD | +60.0% | -20.6% | +80.6% | +85.0% |
| 1Y | +70.8% | -23.5% | +94.3% | +104.0% |
| 3Y | +187.5% | +14.9% | +172.7% | +144.6% |
| All | +187.5% | +15.7% | +171.9% | +144.6% |
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