-68.7%
VFC vs XYL
+140.7%
-209.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.5% |
| 7D | -2.3% | +0.8% | -3.2% | -3.0% |
| 30D | -13.4% | -10.8% | -2.5% | -6.4% |
| 3M | -23.7% | -2.5% | -21.2% | -22.3% |
| 6M | -24.5% | -12.2% | -12.3% | -17.7% |
| YTD | -27.8% | -20.1% | -7.8% | -16.4% |
| 1Y | -13.5% | -20.6% | +7.2% | +0.8% |
| 3Y | -27.1% | +17.3% | -44.4% | -34.9% |
| 5Y | -79.0% | -14.5% | -64.5% | -77.5% |
| 10Y | -68.7% | +150.2% | -218.9% | -81.0% |
| All | -68.7% | +140.7% | -209.4% | -81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling