-48.6%
VFC vs XYL
+100.4%
-149.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.1% | +3.1% |
| 7D | +1.6% | -3.7% | +5.4% | +4.2% |
| 30D | +25.5% | -8.3% | +33.8% | +31.0% |
| 3M | +41.3% | -21.4% | +62.7% | +63.3% |
| 6M | +22.2% | -12.9% | +35.2% | +31.7% |
| YTD | +16.4% | -30.1% | +46.5% | +45.0% |
| 1Y | +38.4% | -35.2% | +73.6% | +81.7% |
| 3Y | +56.2% | -0.8% | +57.0% | +54.4% |
| 5Y | -68.2% | -23.2% | -44.9% | -63.7% |
| All | -48.6% | +100.4% | -149.0% | -64.8% |
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