+262.4%
VST vs XYL
+5.2%
+257.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.2% | +12.8% | +11.4% |
| 7D | -9.8% | +5.9% | -15.7% | -12.6% |
| 30D | -25.1% | -3.9% | -21.2% | -25.4% |
| 3M | -11.6% | -18.7% | +7.1% | -3.3% |
| 6M | -20.9% | -16.9% | -4.1% | -15.6% |
| YTD | -22.3% | -27.4% | +5.1% | -10.9% |
| 1Y | -32.0% | -34.0% | +2.0% | -16.4% |
| 3Y | +262.4% | +5.6% | +256.8% | +240.9% |
| All | +262.4% | +5.2% | +257.2% | +240.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling