+601.6%
VLO vs XYL
-14.7%
+616.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.0% | +0.3% | +2.6% |
| 7D | +5.8% | +1.8% | +4.0% | +5.3% |
| 30D | +28.3% | -9.2% | +37.6% | +31.3% |
| 3M | +48.7% | -0.3% | +49.0% | +47.9% |
| 6M | +71.9% | -11.0% | +82.9% | +75.7% |
| YTD | +138.7% | -19.2% | +157.9% | +150.3% |
| 1Y | +148.5% | -21.2% | +169.7% | +162.1% |
| 3Y | +192.7% | +18.6% | +174.1% | +173.1% |
| 5Y | +601.6% | -14.3% | +615.9% | +579.5% |
| All | +601.6% | -14.7% | +616.3% | +579.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling