+176.5%
NXT vs XYL
-0.5%
+177.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | -9.4% | -3.7% | -5.7% | -7.8% |
| 30D | +15.1% | -8.3% | +23.4% | +18.0% |
| 3M | -9.1% | -21.4% | +12.3% | +0.9% |
| 6M | -30.3% | -12.9% | -17.4% | -27.2% |
| YTD | +9.1% | -30.1% | +39.2% | +26.6% |
| 1Y | +7.9% | -35.2% | +43.0% | +30.3% |
| 3Y | +176.5% | -0.8% | +177.3% | +77.9% |
| All | +176.5% | -0.5% | +177.0% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling