+919.9%
VUG vs XYL
+449.8%
+470.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | +0.4% |
| 7D | -0.1% | -5.0% | +4.9% | +2.2% |
| 30D | -0.3% | -13.2% | +12.9% | +6.0% |
| 3M | -0.7% | -3.7% | +3.0% | +0.4% |
| 6M | +14.6% | -17.7% | +32.3% | +23.9% |
| YTD | +9.0% | -21.5% | +30.5% | +19.9% |
| 1Y | +14.9% | -24.5% | +39.4% | +28.4% |
| 3Y | +86.0% | +6.9% | +79.1% | +75.2% |
| 5Y | +76.7% | -18.1% | +94.8% | +82.9% |
| 10Y | +411.3% | +134.7% | +276.6% | +234.8% |
| All | +919.9% | +449.8% | +470.1% | +392.8% |
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