+67.0%
VSH vs XYL
-15.4%
+82.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.4% |
| 7D | +3.5% | +0.8% | +2.7% | +2.8% |
| 30D | -4.4% | -10.8% | +6.5% | +2.6% |
| 3M | -45.8% | -2.5% | -43.3% | -46.1% |
| 6M | +90.1% | -12.2% | +102.3% | +103.0% |
| YTD | +120.3% | -20.1% | +140.4% | +149.5% |
| 1Y | +112.2% | -20.6% | +132.9% | +142.5% |
| 3Y | +36.6% | +17.3% | +19.3% | +22.9% |
| 5Y | +67.0% | -14.5% | +81.5% | +64.5% |
| All | +67.0% | -15.4% | +82.5% | +64.5% |
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 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