+800.0%
VGT vs XYL
+150.5%
+649.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -0.2% | +1.2% | -1.4% | -0.8% |
| 30D | -0.4% | -11.9% | +11.5% | +6.1% |
| 3M | +4.4% | -1.5% | +6.0% | +4.4% |
| 6M | +32.1% | -11.9% | +44.0% | +39.4% |
| YTD | +28.8% | -20.6% | +49.4% | +42.8% |
| 1Y | +35.3% | -23.5% | +58.9% | +53.1% |
| 3Y | +124.8% | +14.9% | +109.9% | +101.9% |
| 5Y | +137.9% | -15.3% | +153.2% | +143.7% |
| All | +800.0% | +150.5% | +649.5% | +474.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling