+82.6%
VOO vs XYL
-15.8%
+98.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -2.0% | -1.2% | -0.7% | -1.5% |
| 30D | -1.7% | -13.2% | +11.5% | +4.1% |
| 3M | +4.7% | -0.2% | +4.9% | +4.2% |
| 6M | +12.6% | -12.5% | +25.0% | +18.0% |
| YTD | +11.8% | -20.9% | +32.6% | +21.9% |
| 1Y | +17.5% | -21.6% | +39.1% | +28.5% |
| 3Y | +77.0% | +16.1% | +60.8% | +58.4% |
| 5Y | +82.6% | -15.6% | +98.2% | +76.8% |
| All | +82.6% | -15.8% | +98.4% | +76.8% |
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