+769.3%
VST vs XYL
-17.7%
+787.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.6% | +4.4% |
| 7D | +8.9% | -5.0% | +14.0% | +11.4% |
| 30D | +6.2% | -13.2% | +19.4% | +13.1% |
| 3M | -2.7% | -3.7% | +1.0% | -2.0% |
| 6M | -8.4% | -17.7% | +9.3% | -0.8% |
| YTD | -7.2% | -21.5% | +14.3% | +2.1% |
| 1Y | -20.9% | -24.5% | +3.6% | -11.4% |
| 3Y | +384.0% | +6.9% | +377.1% | +370.4% |
| All | +769.3% | -17.7% | +787.0% | +763.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling