+825.5%
VMC vs XYL
+449.8%
+375.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +3.0% | +2.1% |
| 7D | -4.3% | -5.0% | +0.7% | -1.5% |
| 30D | -8.2% | -13.2% | +5.0% | -0.7% |
| 3M | -7.0% | -3.7% | -3.3% | -5.0% |
| 6M | -10.8% | -17.7% | +6.9% | -0.7% |
| YTD | -7.4% | -21.5% | +14.1% | +5.2% |
| 1Y | -9.5% | -24.5% | +15.0% | +5.1% |
| 3Y | +20.5% | +6.9% | +13.5% | +12.6% |
| 5Y | +51.6% | -18.1% | +69.6% | +61.1% |
| 10Y | +150.0% | +134.7% | +15.3% | +44.1% |
| All | +825.5% | +449.8% | +375.7% | +245.1% |
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