-51.4%
VG vs XYL
-17.8%
-33.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | -22.0% | +5.9% | -27.9% | -22.3% |
| 30D | -11.6% | -3.9% | -7.7% | -11.3% |
| 3M | -14.9% | -18.7% | +3.8% | -12.3% |
| 6M | -3.5% | -16.9% | +13.3% | -1.5% |
| YTD | +70.0% | -27.4% | +97.3% | +85.4% |
| 1Y | +50.0% | -34.0% | +84.0% | +77.2% |
| All | -51.4% | -17.8% | -33.6% | -54.7% |
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 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