-13.0%
VFC vs XYL
-21.4%
+8.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.1% |
| 7D | -1.4% | +1.2% | -2.6% | -2.3% |
| 30D | -9.0% | -11.9% | +3.0% | 0.0% |
| 3M | -24.2% | -1.5% | -22.6% | -22.8% |
| 6M | -18.5% | -11.9% | -6.6% | -11.1% |
| YTD | -25.9% | -20.6% | -5.3% | -15.4% |
| 1Y | -13.0% | -23.5% | +10.5% | +3.4% |
| All | -13.0% | -21.4% | +8.4% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling