+66.6%
VT vs XYL
-17.7%
+84.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.8% |
| 7D | +0.4% | -5.0% | +5.5% | +2.5% |
| 30D | +1.0% | -13.2% | +14.2% | +6.6% |
| 3M | +2.4% | -3.7% | +6.1% | +3.3% |
| 6M | +12.0% | -17.7% | +29.7% | +20.2% |
| YTD | +15.3% | -21.5% | +36.9% | +25.6% |
| 1Y | +22.6% | -24.5% | +47.1% | +35.6% |
| 3Y | +74.7% | +6.9% | +67.7% | +63.1% |
| All | +66.6% | -17.7% | +84.3% | +61.4% |
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