+418.9%
VT vs XYL
+449.8%
-30.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.8% |
| 7D | +0.4% | -5.0% | +5.5% | +2.6% |
| 30D | +1.0% | -13.2% | +14.2% | +7.0% |
| 3M | +2.4% | -3.7% | +6.1% | +3.5% |
| 6M | +12.0% | -17.7% | +29.7% | +20.6% |
| YTD | +15.3% | -21.5% | +36.9% | +26.1% |
| 1Y | +22.6% | -24.5% | +47.1% | +36.1% |
| 3Y | +74.7% | +6.9% | +67.7% | +64.6% |
| 5Y | +66.1% | -18.1% | +84.2% | +71.2% |
| 10Y | +225.0% | +134.7% | +90.3% | +110.7% |
| All | +418.9% | +449.8% | -30.9% | +145.3% |
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