-9.1%
NVTS vs XYL
-9.5%
+0.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +3.9% |
| 7D | -1.4% | +1.2% | -2.6% | -2.6% |
| 30D | -16.5% | -11.9% | -4.6% | -4.6% |
| 3M | -47.6% | -1.5% | -46.1% | -49.2% |
| 6M | +7.3% | -11.9% | +19.2% | +19.8% |
| YTD | +62.9% | -20.6% | +83.5% | +103.2% |
| 1Y | +91.3% | -23.5% | +114.8% | +150.3% |
| 3Y | +43.4% | +14.9% | +28.6% | +23.7% |
| All | -9.1% | -9.5% | +0.3% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling