+11.4%
VT vs XYL
-34.3%
+45.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.5% | +0.5% |
| 7D | -2.3% | +5.9% | -8.2% | -3.0% |
| 30D | -5.0% | -3.9% | -1.0% | -4.9% |
| 3M | -4.9% | -18.7% | +13.8% | -1.4% |
| 6M | -1.5% | -16.9% | +15.3% | +1.0% |
| YTD | +8.5% | -27.4% | +35.8% | +13.1% |
| 1Y | +11.4% | -34.0% | +45.4% | +21.0% |
| All | +11.4% | -34.3% | +45.7% | +21.0% |
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