-20.9%
VST vs XYL
-23.4%
+2.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.6% | +4.1% |
| 7D | +8.9% | -5.0% | +14.0% | +10.6% |
| 30D | +6.2% | -13.2% | +19.4% | +10.9% |
| 3M | -2.7% | -3.7% | +1.0% | -4.0% |
| 6M | -8.4% | -17.7% | +9.3% | -5.3% |
| YTD | -7.2% | -21.5% | +14.3% | -4.3% |
| 1Y | -20.9% | -24.5% | +3.6% | -13.8% |
| All | -20.9% | -23.4% | +2.5% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling