+555.5%
VTV vs XYL
+459.9%
+95.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -0.7% | +0.8% | -1.5% | -1.0% |
| 30D | -0.5% | -10.8% | +10.4% | +4.1% |
| 3M | +5.3% | -2.5% | +7.8% | +5.9% |
| 6M | +12.9% | -12.2% | +25.1% | +18.2% |
| YTD | +18.5% | -20.1% | +38.5% | +28.4% |
| 1Y | +25.3% | -20.6% | +45.9% | +36.1% |
| 3Y | +68.2% | +17.3% | +50.9% | +52.0% |
| 5Y | +80.6% | -14.5% | +95.1% | +82.3% |
| 10Y | +232.9% | +150.2% | +82.7% | +112.4% |
| All | +555.5% | +459.9% | +95.6% | +221.4% |
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 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