+201.1%
VTR vs XYL
+466.0%
-264.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.5% |
| 7D | -2.4% | +1.8% | -4.2% | -3.1% |
| 30D | -3.7% | -9.2% | +5.5% | -0.4% |
| 3M | +13.5% | -0.3% | +13.8% | +13.1% |
| 6M | +7.2% | -11.0% | +18.2% | +11.0% |
| YTD | +17.6% | -19.2% | +36.8% | +25.7% |
| 1Y | +35.4% | -21.2% | +56.6% | +45.8% |
| 3Y | +132.8% | +18.6% | +114.2% | +108.3% |
| 5Y | +88.7% | -14.3% | +103.0% | +88.2% |
| 10Y | +87.6% | +141.0% | -53.4% | +34.7% |
| All | +201.1% | +466.0% | -264.9% | +77.9% |
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