-49.4%
VG vs XYL
-18.6%
-30.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +1.8% |
| 7D | -7.7% | +0.6% | -8.3% | -7.7% |
| 30D | -8.8% | -5.7% | -3.1% | -8.3% |
| 3M | -15.6% | -19.8% | +4.2% | -13.0% |
| 6M | +5.2% | -14.2% | +19.4% | +5.4% |
| YTD | +76.9% | -28.1% | +105.0% | +93.0% |
| 1Y | +42.5% | -35.0% | +77.5% | +69.1% |
| All | -49.4% | -18.6% | -30.7% | -52.9% |
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