+243.7%
VSH vs XYL
+389.1%
-145.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -3.9% |
| 7D | +26.2% | -6.0% | +32.2% | +31.0% |
| 30D | -12.5% | -8.3% | -4.2% | -10.6% |
| 3M | -16.9% | -22.6% | +5.7% | -5.3% |
| 6M | -17.0% | -15.0% | -1.9% | -12.4% |
| YTD | +93.8% | -30.2% | +124.0% | +132.4% |
| 1Y | +99.3% | -36.4% | +135.7% | +155.3% |
| 3Y | +35.0% | -0.9% | +35.9% | +29.0% |
| 5Y | +45.8% | -23.4% | +69.2% | +60.8% |
| 10Y | +127.1% | +100.9% | +26.2% | +35.6% |
| All | +243.7% | +389.1% | -145.4% | +25.4% |
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