+790.3%
VLO vs XYL
+100.4%
+689.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +9.6% | -3.7% | +13.4% | +11.8% |
| 30D | -17.4% | -8.3% | -9.1% | -14.2% |
| 3M | +10.8% | -21.4% | +32.2% | +24.4% |
| 6M | +56.9% | -12.9% | +69.9% | +64.8% |
| YTD | +136.8% | -30.1% | +166.8% | +177.6% |
| 1Y | +120.7% | -35.2% | +155.8% | +170.2% |
| 3Y | +231.9% | -0.8% | +232.7% | +204.7% |
| 5Y | +479.0% | -23.2% | +502.2% | +509.1% |
| All | +790.3% | +100.4% | +689.9% | +444.2% |
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