-12.9%
NVTS vs XYL
-9.8%
-3.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -2.8% |
| 7D | +0.5% | -1.2% | +1.7% | +1.6% |
| 30D | -18.0% | -13.2% | -4.8% | -4.9% |
| 3M | -45.6% | -0.2% | -45.4% | -48.0% |
| 6M | +28.5% | -12.5% | +41.0% | +44.4% |
| YTD | +56.2% | -20.9% | +77.0% | +95.6% |
| 1Y | +97.7% | -21.6% | +119.2% | +151.6% |
| 3Y | +35.0% | +16.1% | +18.8% | +15.1% |
| All | -12.9% | -9.8% | -3.1% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling