+645.9%
VST vs XYL
-23.7%
+669.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | +19.2% | -6.0% | +25.2% | +21.8% |
| 30D | -17.2% | -8.3% | -8.9% | -15.8% |
| 3M | -8.1% | -22.6% | +14.4% | +0.6% |
| 6M | -8.1% | -15.0% | +6.9% | -4.3% |
| YTD | -16.3% | -30.2% | +13.9% | -5.1% |
| 1Y | -24.1% | -36.4% | +12.3% | -10.0% |
| 3Y | +300.2% | -0.9% | +301.1% | +295.1% |
| 5Y | +645.9% | -23.4% | +669.3% | +644.4% |
| All | +645.9% | -23.7% | +669.6% | +644.4% |
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