-24.5%
XYL vs NTRS
+46.5%
-71.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -5.0% | -0.1% | -5.0% | -5.0% |
| 30D | -13.2% | +1.2% | -14.4% | -13.7% |
| 3M | -3.7% | +8.3% | -12.1% | -7.3% |
| 6M | -17.7% | +30.0% | -47.7% | -27.8% |
| YTD | -21.5% | +38.0% | -59.6% | -32.3% |
| 1Y | -24.5% | +47.4% | -71.9% | -36.3% |
| All | -24.5% | +46.5% | -71.0% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling