-0.9%
VFC vs XYL
+403.7%
-404.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | +0.7% |
| 7D | +3.5% | +0.6% | +2.9% | +3.1% |
| 30D | +38.3% | -5.7% | +44.0% | +41.4% |
| 3M | +40.2% | -19.8% | +60.0% | +57.1% |
| 6M | +10.6% | -14.2% | +24.8% | +19.4% |
| YTD | +16.7% | -28.1% | +44.8% | +39.2% |
| 1Y | +45.0% | -35.0% | +80.0% | +83.6% |
| 3Y | +48.8% | +2.1% | +46.7% | +46.4% |
| 5Y | -67.6% | -22.1% | -45.5% | -63.8% |
| 10Y | -47.5% | +107.0% | -154.5% | -63.5% |
| All | -0.9% | +403.7% | -404.7% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling