+225.6%
VNQ vs XYL
+454.2%
-228.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -2.6% | -1.2% | -1.4% | -2.2% |
| 30D | -2.3% | -13.2% | +10.8% | +2.9% |
| 3M | -2.8% | -0.2% | -2.6% | -3.1% |
| 6M | +2.5% | -12.5% | +15.0% | +7.1% |
| YTD | +8.4% | -20.9% | +29.3% | +17.2% |
| 1Y | +6.8% | -21.6% | +28.3% | +15.6% |
| 3Y | +29.9% | +16.1% | +13.8% | +19.0% |
| 5Y | +7.2% | -15.6% | +22.8% | +8.6% |
| 10Y | +62.5% | +147.7% | -85.1% | +13.7% |
| All | +225.6% | +454.2% | -228.7% | +79.7% |
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