+131.9%
VWO vs XYL
+454.2%
-322.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.1% |
| 7D | -1.7% | -1.2% | -0.5% | -1.3% |
| 30D | -0.3% | -13.2% | +12.9% | +5.0% |
| 3M | +4.0% | -0.2% | +4.1% | +3.5% |
| 6M | +8.1% | -12.5% | +20.6% | +12.9% |
| YTD | +11.6% | -20.9% | +32.5% | +20.6% |
| 1Y | +16.2% | -21.6% | +37.8% | +25.8% |
| 3Y | +63.3% | +16.1% | +47.1% | +48.8% |
| 5Y | +33.4% | -15.6% | +49.0% | +34.6% |
| 10Y | +113.3% | +147.7% | -34.3% | +28.9% |
| All | +131.9% | +454.2% | -322.4% | -2.7% |
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