+229.2%
VSH vs XYL
+389.9%
-160.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.3% |
| 7D | +14.3% | -3.7% | +18.1% | +17.0% |
| 30D | -7.9% | -8.3% | +0.5% | -5.8% |
| 3M | -19.9% | -21.4% | +1.6% | -9.6% |
| 6M | -30.5% | -12.9% | -17.6% | -27.7% |
| YTD | +85.7% | -30.1% | +115.7% | +122.4% |
| 1Y | +98.9% | -35.2% | +134.1% | +151.4% |
| 3Y | +32.1% | -0.8% | +32.9% | +26.1% |
| 5Y | +39.7% | -23.2% | +62.9% | +53.9% |
| 10Y | +117.6% | +101.2% | +16.3% | +29.7% |
| All | +229.2% | +389.9% | -160.7% | +20.0% |
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