+120.6%
VLO vs XYL
-30.7%
+151.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.0% | -10.7% | -5.8% |
| 7D | -6.0% | +14.5% | -20.5% | -6.5% |
| 30D | -12.9% | -1.3% | -11.5% | -11.5% |
| 3M | +18.3% | -17.0% | +35.3% | +18.2% |
| 6M | +46.4% | -11.3% | +57.8% | +47.0% |
| YTD | +127.7% | -25.0% | +152.7% | +130.5% |
| 1Y | +120.6% | -31.5% | +152.2% | +120.8% |
| All | +120.6% | -30.7% | +151.3% | +120.8% |
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