+2,733.1%
VLO vs XYL
+403.7%
+2,329.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.5% |
| 7D | -9.5% | +0.6% | -10.1% | -10.0% |
| 30D | -19.1% | -5.7% | -13.4% | -17.3% |
| 3M | +11.4% | -19.8% | +31.1% | +23.0% |
| 6M | +46.7% | -14.2% | +60.9% | +55.1% |
| YTD | +118.6% | -28.1% | +146.7% | +150.3% |
| 1Y | +99.9% | -35.0% | +134.9% | +141.4% |
| 3Y | +210.5% | +2.1% | +208.4% | +186.3% |
| 5Y | +432.7% | -22.1% | +454.8% | +452.5% |
| 10Y | +717.1% | +107.0% | +610.2% | +400.7% |
| All | +2,733.1% | +403.7% | +2,329.4% | +1,139.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling