+47.7%
VMC vs XYL
-15.4%
+63.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.7% |
| 7D | -5.3% | +0.8% | -6.2% | -5.8% |
| 30D | -12.3% | -10.8% | -1.4% | -6.5% |
| 3M | -10.3% | -2.5% | -7.7% | -9.0% |
| 6M | -8.6% | -12.2% | +3.6% | -2.0% |
| YTD | -11.9% | -20.1% | +8.2% | -1.1% |
| 1Y | -13.9% | -20.6% | +6.7% | -3.0% |
| 3Y | +18.2% | +17.3% | +0.8% | +3.3% |
| 5Y | +47.7% | -14.5% | +62.2% | +45.0% |
| All | +47.7% | -15.4% | +63.2% | +45.0% |
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