+109.6%
VRT vs XYL
-21.6%
+131.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.1% | -8.5% | -9.0% |
| 7D | +2.4% | +0.8% | +1.6% | +2.0% |
| 30D | -2.7% | -10.8% | +8.2% | +3.8% |
| 3M | -9.2% | -2.5% | -6.6% | -8.8% |
| 6M | -0.5% | -12.2% | +11.7% | +6.5% |
| YTD | +62.3% | -20.1% | +82.4% | +75.1% |
| 1Y | +109.6% | -20.6% | +130.2% | +132.4% |
| All | +109.6% | -21.6% | +131.2% | +132.4% |
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