+1,024.4%
VRT vs XYL
-14.7%
+1,039.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +0.9% |
| 7D | +13.6% | +1.8% | +11.8% | +11.7% |
| 30D | +6.8% | -9.2% | +16.0% | +16.6% |
| 3M | -3.2% | -0.3% | -3.0% | -4.2% |
| 6M | +20.3% | -11.0% | +31.3% | +32.9% |
| YTD | +79.6% | -19.2% | +98.8% | +114.1% |
| 1Y | +139.0% | -21.2% | +160.2% | +192.8% |
| 3Y | +644.6% | +18.6% | +626.0% | +504.8% |
| 5Y | +1,024.4% | -14.3% | +1,038.7% | +872.4% |
| All | +1,024.4% | -14.7% | +1,039.1% | +872.4% |
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 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