+1,692.3%
VGT vs XYL
+466.0%
+1,226.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.1% | -1.6% |
| 7D | +1.8% | +1.8% | 0.0% | +0.9% |
| 30D | -0.3% | -9.2% | +8.9% | +4.2% |
| 3M | +3.4% | -0.3% | +3.6% | +2.7% |
| 6M | +35.0% | -11.0% | +45.9% | +41.3% |
| YTD | +28.8% | -19.2% | +48.0% | +40.6% |
| 1Y | +38.0% | -21.2% | +59.2% | +52.5% |
| 3Y | +125.8% | +18.6% | +107.2% | +102.3% |
| 5Y | +134.7% | -14.3% | +149.1% | +140.0% |
| 10Y | +792.6% | +141.0% | +651.6% | +464.4% |
| All | +1,692.3% | +466.0% | +1,226.3% | +719.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling