+120.4%
VSH vs XYL
+100.1%
+20.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -3.9% |
| 7D | +26.2% | -6.0% | +32.2% | +31.2% |
| 30D | -12.5% | -8.3% | -4.2% | -10.6% |
| 3M | -16.9% | -22.6% | +5.7% | -4.6% |
| 6M | -17.0% | -15.0% | -1.9% | -12.3% |
| YTD | +93.8% | -30.2% | +124.0% | +134.9% |
| 1Y | +99.3% | -36.4% | +135.7% | +159.5% |
| 3Y | +35.0% | -0.9% | +35.9% | +27.5% |
| 5Y | +45.8% | -23.4% | +69.2% | +61.7% |
| All | +120.4% | +100.1% | +20.3% | +26.1% |
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