+386.9%
VT vs XYL
+420.4%
-33.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.7% |
| 7D | -4.2% | +10.2% | -14.4% | -7.9% |
| 30D | -5.8% | -4.3% | -1.5% | -5.0% |
| 3M | -5.2% | -17.8% | +12.6% | +1.5% |
| 6M | +0.1% | -13.4% | +13.5% | +4.5% |
| YTD | +8.2% | -25.7% | +33.9% | +19.7% |
| 1Y | +10.1% | -32.7% | +42.8% | +26.9% |
| 3Y | +69.7% | +7.1% | +62.5% | +58.1% |
| 5Y | +53.4% | -18.7% | +72.1% | +57.0% |
| 10Y | +219.2% | +138.7% | +80.5% | +103.9% |
| All | +386.9% | +420.4% | -33.5% | +132.8% |
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