+13.5%
VT vs XYL
-34.0%
+47.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.2% |
| 7D | -1.6% | +3.7% | -5.3% | -2.1% |
| 30D | -2.5% | -5.4% | +2.9% | -2.3% |
| 3M | -1.3% | -18.8% | +17.5% | +2.2% |
| 6M | +3.1% | -15.9% | +19.0% | +5.2% |
| YTD | +10.9% | -28.5% | +39.5% | +15.9% |
| All | +13.5% | -34.0% | +47.5% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling