-25.5%
VFC vs XYL
+18.1%
-43.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.8% | -4.1% |
| 7D | +0.8% | +1.8% | -1.0% | -0.7% |
| 30D | -11.9% | -9.2% | -2.7% | -5.3% |
| 3M | -20.2% | -0.3% | -19.9% | -19.9% |
| 6M | -23.0% | -11.0% | -12.0% | -16.1% |
| YTD | -26.2% | -19.2% | -7.0% | -13.9% |
| 1Y | -13.3% | -21.2% | +7.9% | +3.3% |
| 3Y | -25.5% | +18.6% | -44.1% | -21.8% |
| All | -25.5% | +18.1% | -43.6% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling