+54.6%
VSH vs XYL
-23.5%
+78.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.8% | +10.6% | +9.7% |
| 7D | +12.8% | -5.9% | +18.6% | +16.4% |
| 30D | -9.0% | -7.3% | -1.7% | -8.0% |
| 3M | -12.2% | -22.5% | +10.3% | -0.6% |
| 6M | -15.9% | -14.4% | -1.5% | -12.5% |
| YTD | +103.2% | -29.4% | +132.6% | +140.3% |
| 1Y | +108.4% | -35.6% | +144.0% | +163.7% |
| 3Y | +41.6% | +0.3% | +41.3% | +34.7% |
| 5Y | +54.6% | -22.3% | +76.9% | +71.2% |
| All | +54.6% | -23.5% | +78.1% | +71.2% |
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