+167.1%
NXT vs XYL
+4.1%
+162.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | -2.6% | -1.2% | -1.3% | -2.0% |
| 30D | -22.4% | -13.2% | -9.3% | -16.4% |
| 3M | -27.3% | -0.2% | -27.2% | -28.0% |
| 6M | -28.5% | -12.5% | -16.0% | -23.6% |
| YTD | -6.6% | -20.9% | +14.3% | +4.2% |
| 1Y | +20.4% | -21.6% | +41.9% | +35.2% |
| 3Y | +90.9% | +16.1% | +74.8% | +61.4% |
| All | +167.1% | +4.1% | +162.9% | +147.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling