+883.6%
VMC vs XYL
+389.9%
+493.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -1.3% | -3.7% | +2.5% | +0.8% |
| 30D | +15.5% | -8.3% | +23.8% | +19.8% |
| 3M | +0.6% | -21.4% | +22.0% | +13.5% |
| 6M | +2.1% | -12.9% | +15.0% | +8.8% |
| YTD | -1.6% | -30.1% | +28.5% | +17.7% |
| 1Y | -1.2% | -35.2% | +34.0% | +23.2% |
| 3Y | +35.3% | -0.8% | +36.1% | +30.2% |
| 5Y | +43.6% | -23.2% | +66.8% | +56.4% |
| 10Y | +126.7% | +101.2% | +25.5% | +40.3% |
| All | +883.6% | +389.9% | +493.8% | +285.9% |
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