+123.4%
VRT vs XYL
-23.4%
+146.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.4% | +5.5% |
| 7D | +9.1% | -5.0% | +14.2% | +12.2% |
| 30D | +0.9% | -13.2% | +14.1% | +9.1% |
| 3M | -13.4% | -3.7% | -9.7% | -12.6% |
| 6M | +11.7% | -17.7% | +29.4% | +22.8% |
| YTD | +73.2% | -21.5% | +94.8% | +88.8% |
| 1Y | +123.4% | -24.5% | +147.9% | +159.3% |
| All | +123.4% | -23.4% | +146.8% | +159.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling