+911.8%
VLO vs XYL
+149.5%
+762.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | +4.0% | -1.2% | +5.2% | +4.7% |
| 30D | +19.0% | -13.2% | +32.2% | +28.2% |
| 3M | +50.0% | -0.2% | +50.1% | +48.4% |
| 6M | +79.1% | -12.5% | +91.6% | +89.0% |
| YTD | +140.3% | -20.9% | +161.2% | +166.7% |
| 1Y | +148.3% | -21.6% | +169.9% | +176.1% |
| 3Y | +194.6% | +16.1% | +178.5% | +150.2% |
| 5Y | +609.6% | -15.6% | +625.2% | +618.5% |
| All | +911.8% | +149.5% | +762.3% | +462.9% |
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 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