+153.0%
VLO vs XYL
-21.4%
+174.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +5.3% | +1.2% | +4.1% | +5.4% |
| 30D | +18.2% | -11.9% | +30.2% | +16.9% |
| 3M | +53.3% | -1.5% | +54.9% | +52.2% |
| 6M | +70.4% | -11.9% | +82.3% | +70.0% |
| YTD | +143.4% | -20.6% | +164.0% | +144.1% |
| 1Y | +153.0% | -23.5% | +176.5% | +156.5% |
| All | +153.0% | -21.4% | +174.4% | +156.5% |
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