-11.1%
VRSK vs XYL
-16.2%
+5.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -5.2% | +1.2% | -6.4% | -5.6% |
| 30D | -2.3% | -11.9% | +9.6% | +1.4% |
| 3M | -2.9% | -1.5% | -1.4% | -2.6% |
| 6M | -12.8% | -11.9% | -0.9% | -10.0% |
| YTD | -20.8% | -20.6% | -0.2% | -15.6% |
| 1Y | -33.2% | -23.5% | -9.7% | -28.1% |
| 3Y | -26.6% | +14.9% | -41.4% | -33.9% |
| All | -11.1% | -16.2% | +5.1% | -11.5% |
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