-44.1%
VG vs XYL
-21.0%
-23.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.9% | +4.8% |
| 7D | +15.1% | -6.0% | +21.1% | +15.3% |
| 30D | -4.2% | -8.3% | +4.1% | -3.6% |
| 3M | -3.1% | -22.6% | +19.5% | +0.1% |
| 6M | +0.3% | -15.0% | +15.4% | -0.3% |
| YTD | +95.5% | -30.2% | +125.7% | +113.4% |
| 1Y | +64.4% | -36.4% | +100.8% | +93.8% |
| All | -44.1% | -21.0% | -23.1% | -47.9% |
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 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