-100.0%
VIVK vs XYL
+459.9%
-559.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.1% | -5.3% | -6.4% |
| 7D | -7.9% | +0.8% | -8.7% | -7.9% |
| 30D | -42.0% | -10.8% | -31.1% | -42.6% |
| 3M | -92.5% | -2.5% | -90.0% | -92.5% |
| 6M | -98.0% | -12.2% | -85.8% | -98.0% |
| YTD | -97.9% | -20.1% | -77.8% | -98.0% |
| 1Y | -100.0% | -20.6% | -79.3% | -100.0% |
| 3Y | -100.0% | +17.3% | -117.3% | -100.0% |
| 5Y | -100.0% | -14.5% | -85.5% | -100.0% |
| 10Y | -100.0% | +150.2% | -250.2% | -100.0% |
| All | -100.0% | +459.9% | -559.9% | -99.9% |
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