+883.6%
VUG vs XYL
+394.7%
+488.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.4% |
| 7D | -1.1% | -5.9% | +4.8% | +1.5% |
| 30D | -7.0% | -7.3% | +0.3% | -5.1% |
| 3M | -3.7% | -22.5% | +18.8% | +6.1% |
| 6M | -1.6% | -14.4% | +12.8% | +3.2% |
| YTD | +5.1% | -29.4% | +34.5% | +19.4% |
| 1Y | +3.8% | -35.6% | +39.4% | +22.8% |
| 3Y | +79.9% | +0.3% | +79.6% | +72.1% |
| 5Y | +66.4% | -22.3% | +88.7% | +74.3% |
| 10Y | +405.3% | +103.2% | +302.1% | +246.9% |
| All | +883.6% | +394.7% | +488.9% | +390.7% |
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