+33.8%
VWO vs XYL
-16.2%
+50.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.8% | +1.2% | -3.0% | -2.1% |
| 30D | -0.1% | -11.9% | +11.8% | +3.4% |
| 3M | +2.2% | -1.5% | +3.8% | +2.2% |
| 6M | +8.8% | -11.9% | +20.7% | +12.1% |
| YTD | +12.4% | -20.6% | +33.0% | +18.9% |
| 1Y | +15.6% | -23.5% | +39.1% | +23.6% |
| 3Y | +62.5% | +14.9% | +47.7% | +51.9% |
| All | +33.8% | -16.2% | +50.0% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling