+113.0%
VWO vs XYL
+150.5%
-37.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -1.8% | +1.2% | -3.0% | -2.2% |
| 30D | -0.1% | -11.9% | +11.8% | +4.3% |
| 3M | +2.2% | -1.5% | +3.8% | +2.3% |
| 6M | +8.8% | -11.9% | +20.7% | +13.0% |
| YTD | +12.4% | -20.6% | +33.0% | +20.6% |
| 1Y | +15.6% | -23.5% | +39.1% | +25.7% |
| 3Y | +62.5% | +14.9% | +47.7% | +49.4% |
| 5Y | +34.3% | -15.3% | +49.6% | +35.5% |
| All | +113.0% | +150.5% | -37.5% | +45.8% |
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 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