-100.0%
VIVK vs XYL
-30.7%
-69.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +5.0% | -32.4% | -26.2% |
| 7D | -68.7% | +14.5% | -83.2% | -68.0% |
| 30D | -90.0% | -1.3% | -88.7% | -89.7% |
| 3M | -98.1% | -17.0% | -81.1% | -97.9% |
| 6M | -99.9% | -11.3% | -88.6% | -99.9% |
| YTD | -99.9% | -25.0% | -74.9% | -99.9% |
| 1Y | -100.0% | -31.5% | -68.4% | -100.0% |
| All | -100.0% | -30.7% | -69.3% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling