-50.0%
VTRS vs XYL
+150.5%
-200.5%
-82.0%
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 | -2.2% | +1.2% | -3.4% | -2.7% |
| 30D | +3.3% | -11.9% | +15.3% | +9.0% |
| 3M | +2.0% | -1.5% | +3.5% | +2.2% |
| 6M | +19.9% | -11.9% | +31.8% | +25.8% |
| YTD | +35.7% | -20.6% | +56.3% | +48.1% |
| 1Y | +68.1% | -23.5% | +91.6% | +86.4% |
| 3Y | +87.1% | +14.9% | +72.2% | +67.7% |
| 5Y | +47.6% | -15.3% | +62.9% | +48.8% |
| All | -50.0% | +150.5% | -200.5% | -67.2% |
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 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