+192.7%
VSH vs XYL
+150.5%
+42.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.8% | +5.9% |
| 7D | +4.8% | +1.2% | +3.6% | +3.8% |
| 30D | -0.7% | -11.9% | +11.2% | +8.4% |
| 3M | -43.1% | -1.5% | -41.5% | -43.7% |
| 6M | +91.8% | -11.9% | +103.7% | +106.0% |
| YTD | +131.6% | -20.6% | +152.2% | +166.8% |
| 1Y | +118.1% | -23.5% | +141.6% | +159.2% |
| 3Y | +40.9% | +14.9% | +26.0% | +24.7% |
| 5Y | +75.8% | -15.3% | +91.0% | +88.6% |
| All | +192.7% | +150.5% | +42.3% | +54.3% |
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