+409.6%
VUG vs XYL
+149.5%
+260.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -1.9% | -1.2% | -0.6% | -1.3% |
| 30D | -1.6% | -13.2% | +11.6% | +5.1% |
| 3M | +4.4% | -0.2% | +4.5% | +3.7% |
| 6M | +13.2% | -12.5% | +25.7% | +19.4% |
| YTD | +7.5% | -20.9% | +28.4% | +18.4% |
| 1Y | +12.5% | -21.6% | +34.0% | +24.3% |
| 3Y | +86.0% | +16.1% | +69.8% | +66.8% |
| 5Y | +76.5% | -15.6% | +92.1% | +79.4% |
| All | +409.6% | +149.5% | +260.1% | +235.3% |
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