+67.8%
VTV vs XYL
+15.7%
+52.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.1% | +1.2% | -2.3% | -1.5% |
| 30D | -1.0% | -11.9% | +10.9% | +2.9% |
| 3M | +4.6% | -1.5% | +6.2% | +4.7% |
| 6M | +13.5% | -11.9% | +25.4% | +17.5% |
| YTD | +18.5% | -20.6% | +39.1% | +26.5% |
| 1Y | +22.9% | -23.5% | +46.4% | +32.8% |
| 3Y | +67.8% | +14.9% | +53.0% | +54.4% |
| All | +67.8% | +15.7% | +52.2% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling