+5.2%
VUG vs XYL
-30.7%
+35.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.0% | -3.4% | +1.1% |
| 7D | -3.0% | +14.5% | -17.5% | -4.1% |
| 30D | -6.4% | -1.3% | -5.1% | -6.6% |
| 3M | -3.2% | -17.0% | +13.8% | -0.4% |
| 6M | +3.1% | -11.3% | +14.4% | +4.3% |
| YTD | +6.3% | -25.0% | +31.3% | +10.2% |
| 1Y | +5.2% | -31.5% | +36.7% | +13.0% |
| All | +5.2% | -30.7% | +35.9% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling