+1,936.6%
V vs XYL
+403.7%
+1,532.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.2% |
| 7D | +0.6% | +0.6% | 0.0% | +0.3% |
| 30D | +9.7% | -5.7% | +15.5% | +11.6% |
| 3M | +17.3% | -19.8% | +37.1% | +27.2% |
| 6M | +33.2% | -14.2% | +47.4% | +39.9% |
| YTD | +21.3% | -28.1% | +49.4% | +36.2% |
| 1Y | +27.3% | -35.0% | +62.3% | +49.4% |
| 3Y | +76.1% | +2.1% | +74.0% | +65.6% |
| 5Y | +103.5% | -22.1% | +125.6% | +110.7% |
| 10Y | +454.5% | +107.0% | +347.5% | +266.5% |
| All | +1,936.6% | +403.7% | +1,532.9% | +915.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling