+228.7%
VTV vs XYL
+150.5%
+78.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.1% | +1.2% | -2.3% | -1.6% |
| 30D | -1.0% | -11.9% | +10.9% | +4.4% |
| 3M | +4.6% | -1.5% | +6.2% | +4.8% |
| 6M | +13.5% | -11.9% | +25.4% | +19.0% |
| YTD | +18.5% | -20.6% | +39.1% | +29.5% |
| 1Y | +22.9% | -23.5% | +46.4% | +36.4% |
| 3Y | +67.8% | +14.9% | +53.0% | +51.3% |
| 5Y | +81.8% | -15.3% | +97.1% | +84.8% |
| All | +228.7% | +150.5% | +78.2% | +107.1% |
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