+1,002.6%
VST vs XYL
+110.6%
+892.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.2% | +12.8% | +11.5% |
| 7D | -9.8% | +5.9% | -15.7% | -12.5% |
| 30D | -25.1% | -3.9% | -21.2% | -25.2% |
| 3M | -11.6% | -18.7% | +7.1% | -4.9% |
| 6M | -20.9% | -16.9% | -4.1% | -16.3% |
| YTD | -22.3% | -27.4% | +5.1% | -13.1% |
| 1Y | -32.0% | -34.0% | +2.0% | -20.5% |
| 3Y | +262.4% | +5.6% | +256.8% | +244.5% |
| 5Y | +563.4% | -20.6% | +583.9% | +595.3% |
| 10Y | +1,120.7% | +133.4% | +987.3% | +776.9% |
| All | +1,002.6% | +110.6% | +892.0% | +688.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling