+402.8%
VUG vs XYL
+100.4%
+302.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +2.5% | -3.7% | +6.2% | +4.2% |
| 30D | -6.3% | -8.3% | +2.1% | -3.8% |
| 3M | -6.0% | -21.4% | +15.4% | +3.5% |
| 6M | -3.5% | -12.9% | +9.4% | +0.6% |
| YTD | +3.9% | -30.1% | +34.0% | +19.5% |
| 1Y | +5.1% | -35.2% | +40.3% | +25.3% |
| 3Y | +77.9% | -0.8% | +78.6% | +69.3% |
| 5Y | +62.4% | -23.2% | +85.6% | +70.2% |
| All | +402.8% | +100.4% | +302.4% | +253.0% |
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 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