+712.5%
NVT vs XYL
+50.0%
+662.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.4% |
| 7D | +2.0% | -1.2% | +3.3% | +3.0% |
| 30D | -7.2% | -13.2% | +6.0% | +2.8% |
| 3M | -0.9% | -0.2% | -0.7% | -2.0% |
| 6M | +42.6% | -12.5% | +55.1% | +55.0% |
| YTD | +52.9% | -20.9% | +73.8% | +78.2% |
| 1Y | +64.5% | -21.6% | +86.0% | +93.1% |
| 3Y | +178.0% | +16.1% | +161.8% | +141.4% |
| 5Y | +402.8% | -15.6% | +418.4% | +441.6% |
| All | +712.5% | +50.0% | +662.5% | +418.4% |
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