+32.7%
VFC vs XYL
-36.5%
+69.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.8% | -2.4% |
| 7D | -1.4% | -6.0% | +4.6% | +1.7% |
| 30D | +24.6% | -8.3% | +32.9% | +27.7% |
| 3M | +38.4% | -22.6% | +61.0% | +59.5% |
| 6M | +15.3% | -15.0% | +30.3% | +25.0% |
| YTD | +12.7% | -30.2% | +42.9% | +33.1% |
| 1Y | +32.7% | -36.4% | +69.1% | +88.1% |
| All | +32.7% | -36.5% | +69.1% | +88.1% |
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