+22.0%
VTR vs XYL
-30.7%
+52.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.0% | -2.5% | +1.8% |
| 7D | +10.0% | +14.5% | -4.5% | +8.1% |
| 30D | +9.6% | -1.3% | +11.0% | +9.8% |
| 3M | -1.2% | -17.0% | +15.7% | -1.1% |
| 6M | +2.8% | -11.3% | +14.1% | +3.2% |
| YTD | +17.4% | -25.0% | +42.4% | +18.0% |
| 1Y | +22.0% | -31.5% | +53.5% | +20.2% |
| All | +22.0% | -30.7% | +52.7% | +20.2% |
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