+260.6%
VEA vs XYL
+466.0%
-205.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.6% |
| 7D | +1.9% | +1.8% | +0.1% | +1.1% |
| 30D | +0.8% | -9.2% | +10.0% | +4.5% |
| 3M | +5.7% | -0.3% | +6.0% | +5.3% |
| 6M | +13.3% | -11.0% | +24.3% | +17.8% |
| YTD | +18.4% | -19.2% | +37.6% | +27.4% |
| 1Y | +27.0% | -21.2% | +48.2% | +37.8% |
| 3Y | +79.3% | +18.6% | +60.7% | +62.3% |
| 5Y | +62.1% | -14.3% | +76.4% | +63.5% |
| 10Y | +160.3% | +141.0% | +19.2% | +67.1% |
| All | +260.6% | +466.0% | -205.4% | +67.0% |
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