+193.8%
VLO vs XYL
+16.4%
+177.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | +6.2% | +0.8% | +5.4% | +6.0% |
| 30D | +23.5% | -10.8% | +34.3% | +26.9% |
| 3M | +53.9% | -2.5% | +56.4% | +53.5% |
| 6M | +81.7% | -12.2% | +93.8% | +86.7% |
| YTD | +142.5% | -20.1% | +162.5% | +156.7% |
| 1Y | +145.4% | -20.6% | +166.1% | +159.7% |
| All | +193.8% | +16.4% | +177.4% | +163.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling