+778.9%
VLO vs XYL
+100.1%
+678.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.7% |
| 7D | +6.8% | -6.0% | +12.8% | +10.2% |
| 30D | -17.9% | -8.3% | -9.6% | -14.7% |
| 3M | +13.5% | -22.6% | +36.1% | +28.5% |
| 6M | +53.0% | -15.0% | +68.1% | +62.9% |
| YTD | +133.7% | -30.2% | +163.9% | +174.2% |
| 1Y | +115.7% | -36.4% | +152.0% | +167.0% |
| 3Y | +231.9% | -0.9% | +232.8% | +204.8% |
| 5Y | +471.6% | -23.4% | +494.9% | +501.8% |
| All | +778.9% | +100.1% | +678.8% | +437.6% |
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