+1,162.4%
VST vs XYL
+113.6%
+1,048.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.0% |
| 7D | -6.0% | +0.6% | -6.6% | -6.7% |
| 30D | -18.8% | -5.7% | -13.0% | -18.2% |
| 3M | -8.0% | -19.8% | +11.8% | -0.5% |
| 6M | -10.9% | -14.2% | +3.3% | -7.1% |
| YTD | -18.3% | -28.1% | +9.8% | -8.2% |
| 1Y | -29.9% | -35.0% | +5.1% | -17.4% |
| 3Y | +290.3% | +2.1% | +288.2% | +276.4% |
| 5Y | +635.3% | -22.1% | +657.4% | +678.2% |
| 10Y | +1,162.4% | +107.0% | +1,055.4% | +845.3% |
| All | +1,162.4% | +113.6% | +1,048.8% | +845.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling