+74.2%
XYL vs NTR
+98.7%
-24.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.4% | -0.3% |
| 7D | -1.2% | -2.5% | +1.2% | -0.5% |
| 30D | -13.2% | +17.0% | -30.2% | -17.3% |
| 3M | -0.2% | +22.2% | -22.3% | -6.4% |
| 6M | -12.5% | +5.2% | -17.7% | -14.8% |
| YTD | -20.9% | +29.7% | -50.6% | -28.4% |
| 1Y | -21.6% | +39.4% | -61.0% | -31.0% |
| 3Y | +16.1% | +38.2% | -22.0% | +0.2% |
| 5Y | -15.6% | +47.6% | -63.2% | -37.9% |
| All | +74.2% | +98.7% | -24.5% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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