-7.8%
NVTS vs XYL
-10.5%
+2.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.3% | +8.5% |
| 7D | +2.7% | -5.0% | +7.7% | +8.3% |
| 30D | -4.5% | -13.2% | +8.8% | +10.7% |
| 3M | -61.5% | -3.7% | -57.8% | -61.6% |
| 6M | +28.0% | -17.7% | +45.7% | +54.3% |
| YTD | +65.3% | -21.5% | +86.8% | +108.8% |
| 1Y | +113.0% | -24.5% | +137.5% | +182.5% |
| 3Y | +34.7% | +6.9% | +27.8% | +25.0% |
| All | -7.8% | -10.5% | +2.7% | -14.0% |
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