-67.6%
VFC vs XYL
-22.7%
-44.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | +0.9% |
| 7D | +3.5% | +0.6% | +2.9% | +3.1% |
| 30D | +38.3% | -5.7% | +44.0% | +41.5% |
| 3M | +40.2% | -19.8% | +60.0% | +59.7% |
| 6M | +10.6% | -14.2% | +24.8% | +20.5% |
| YTD | +16.7% | -28.1% | +44.8% | +42.6% |
| 1Y | +45.0% | -35.0% | +80.0% | +90.1% |
| 3Y | +48.8% | +2.1% | +46.7% | +45.0% |
| 5Y | -67.6% | -22.1% | -45.5% | -63.0% |
| All | -67.6% | -22.7% | -44.9% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling