+2,723.0%
VRT vs XYL
+57.6%
+2,665.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.4% | +5.7% |
| 7D | +9.1% | -5.0% | +14.2% | +12.9% |
| 30D | +0.9% | -13.2% | +14.1% | +10.9% |
| 3M | -13.4% | -3.7% | -9.7% | -11.7% |
| 6M | +11.7% | -17.7% | +29.4% | +26.9% |
| YTD | +73.2% | -21.5% | +94.8% | +101.2% |
| 1Y | +123.4% | -24.5% | +147.9% | +167.1% |
| 3Y | +606.2% | +6.9% | +599.2% | +581.8% |
| 5Y | +899.9% | -18.1% | +918.0% | +962.6% |
| All | +2,723.0% | +57.6% | +2,665.4% | +2,195.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling