+135.1%
VGT vs XYL
-15.8%
+150.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -1.0% | -1.2% | +0.2% | -0.4% |
| 30D | -0.4% | -13.2% | +12.7% | +7.0% |
| 3M | +6.6% | -0.2% | +6.8% | +5.6% |
| 6M | +31.0% | -12.5% | +43.5% | +38.9% |
| YTD | +27.2% | -20.9% | +48.1% | +41.8% |
| 1Y | +34.5% | -21.6% | +56.0% | +50.5% |
| 3Y | +123.1% | +16.1% | +107.0% | +94.7% |
| 5Y | +135.1% | -15.6% | +150.7% | +131.6% |
| All | +135.1% | -15.8% | +150.9% | +131.6% |
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