+124.0%
VRSK vs XYL
+150.5%
-26.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -5.2% | +1.2% | -6.4% | -5.7% |
| 30D | -2.3% | -11.9% | +9.6% | +2.2% |
| 3M | -2.9% | -1.5% | -1.4% | -2.6% |
| 6M | -12.8% | -11.9% | -0.9% | -9.4% |
| YTD | -20.8% | -20.6% | -0.2% | -14.7% |
| 1Y | -33.2% | -23.5% | -9.7% | -27.2% |
| 3Y | -26.6% | +14.9% | -41.4% | -33.8% |
| 5Y | -11.3% | -15.3% | +4.0% | -10.9% |
| All | +124.0% | +150.5% | -26.5% | +43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling