-14.3%
VMC vs XYL
-21.7%
+7.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.8% |
| 7D | -3.7% | -1.2% | -2.5% | -3.1% |
| 30D | -12.8% | -13.2% | +0.4% | -5.7% |
| 3M | -7.9% | -0.2% | -7.8% | -7.2% |
| 6M | -7.5% | -12.5% | +5.0% | -1.5% |
| YTD | -11.6% | -20.9% | +9.3% | -3.3% |
| 1Y | -14.3% | -21.6% | +7.3% | -7.4% |
| All | -14.3% | -21.7% | +7.4% | -7.4% |
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