+35.3%
VMC vs XYL
-0.5%
+35.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -1.3% | -3.7% | +2.5% | +0.5% |
| 30D | +15.5% | -8.3% | +23.8% | +18.8% |
| 3M | +0.6% | -21.4% | +22.0% | +11.7% |
| 6M | +2.1% | -12.9% | +15.0% | +7.9% |
| YTD | -1.6% | -30.1% | +28.5% | +14.5% |
| 1Y | -1.2% | -35.2% | +34.0% | +19.2% |
| 3Y | +35.3% | -0.8% | +36.1% | +16.1% |
| All | +35.3% | -0.5% | +35.8% | +16.1% |
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 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