+2,545.5%
VRT vs XYL
+60.6%
+2,485.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.1% | -8.5% | -8.9% |
| 7D | +2.4% | +0.8% | +1.6% | +1.9% |
| 30D | -2.7% | -10.8% | +8.2% | +5.2% |
| 3M | -9.2% | -2.5% | -6.6% | -8.1% |
| 6M | -0.5% | -12.2% | +11.7% | +8.2% |
| YTD | +62.3% | -20.1% | +82.4% | +86.4% |
| 1Y | +109.6% | -20.6% | +130.2% | +142.5% |
| 3Y | +573.1% | +17.3% | +555.7% | +514.4% |
| 5Y | +953.6% | -14.5% | +968.1% | +996.0% |
| All | +2,545.5% | +60.6% | +2,485.0% | +2,026.7% |
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 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