-100.0%
VIVK vs XYL
+150.5%
-250.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.4% | -7.8% | -7.5% |
| 7D | -4.4% | +1.2% | -5.6% | -4.6% |
| 30D | -40.8% | -11.9% | -28.9% | -39.4% |
| 3M | -94.1% | -1.5% | -92.6% | -94.1% |
| 6M | -98.2% | -11.9% | -86.3% | -98.1% |
| YTD | -98.0% | -20.6% | -77.4% | -97.9% |
| 1Y | -100.0% | -23.5% | -76.5% | -100.0% |
| 3Y | -100.0% | +14.9% | -114.8% | -100.0% |
| 5Y | -100.0% | -15.3% | -84.7% | -100.0% |
| All | -100.0% | +150.5% | -250.5% | -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 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