+437.1%
XYL vs NYT
+1,016.1%
-579.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.2% | -0.7% | -0.5% | -1.1% |
| 30D | -13.2% | +4.5% | -17.6% | -14.2% |
| 3M | -0.2% | -8.5% | +8.4% | +1.6% |
| 6M | -12.5% | -15.1% | +2.6% | -9.4% |
| YTD | -20.9% | -3.3% | -17.6% | -21.1% |
| 1Y | -21.6% | +17.0% | -38.6% | -25.9% |
| 3Y | +16.1% | +55.7% | -39.5% | +0.1% |
| 5Y | -15.6% | +38.9% | -54.5% | -26.8% |
| 10Y | +147.7% | +485.3% | -337.6% | +41.8% |
| All | +437.1% | +1,016.1% | -579.0% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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