+297.8%
VTI vs XYL
+150.5%
+147.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -0.9% | +1.2% | -2.1% | -1.5% |
| 30D | -1.4% | -11.9% | +10.5% | +4.4% |
| 3M | +3.6% | -1.5% | +5.1% | +3.7% |
| 6M | +13.6% | -11.9% | +25.5% | +19.4% |
| YTD | +12.9% | -20.6% | +33.5% | +24.0% |
| 1Y | +17.2% | -23.5% | +40.7% | +31.0% |
| 3Y | +75.7% | +14.9% | +60.8% | +58.4% |
| 5Y | +75.4% | -15.3% | +90.7% | +78.5% |
| All | +297.8% | +150.5% | +147.3% | +153.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling