-36.2%
VFC vs XYL
+449.8%
-486.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +3.6% |
| 7D | -1.6% | -5.0% | +3.4% | +1.4% |
| 30D | -11.6% | -13.2% | +1.6% | -3.9% |
| 3M | -18.1% | -3.7% | -14.4% | -16.1% |
| 6M | -27.4% | -17.7% | -9.7% | -18.5% |
| YTD | -24.8% | -21.5% | -3.3% | -13.5% |
| 1Y | -8.2% | -24.5% | +16.3% | +8.1% |
| 3Y | -29.1% | +6.9% | -36.1% | -31.6% |
| 5Y | -79.2% | -18.1% | -61.1% | -77.2% |
| 10Y | -68.1% | +134.7% | -202.8% | -78.9% |
| All | -36.2% | +449.8% | -486.0% | -68.7% |
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