+439.2%
XYL vs NTRS
+634.3%
-195.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.2% |
| 7D | +1.2% | +1.4% | -0.2% | +0.5% |
| 30D | -11.9% | -0.7% | -11.3% | -11.7% |
| 3M | -1.5% | +11.3% | -12.9% | -7.1% |
| 6M | -11.9% | +35.5% | -47.4% | -25.2% |
| YTD | -20.6% | +40.6% | -61.2% | -33.9% |
| 1Y | -23.5% | +49.2% | -72.7% | -38.4% |
| 3Y | +14.9% | +167.2% | -152.4% | -33.4% |
| 5Y | -15.3% | +94.9% | -110.2% | -43.7% |
| 10Y | +148.6% | +259.5% | -110.8% | +13.5% |
| All | +439.2% | +634.3% | -195.2% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling