+147.1%
VXUS vs XYL
+104.0%
+43.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.6% |
| 7D | -0.5% | -5.9% | +5.4% | +1.7% |
| 30D | -1.2% | -7.3% | +6.1% | +0.7% |
| 3M | -3.8% | -22.5% | +18.7% | +4.7% |
| 6M | -1.7% | -14.4% | +12.8% | +2.6% |
| YTD | +11.4% | -29.4% | +40.8% | +24.5% |
| 1Y | +13.3% | -35.6% | +48.9% | +31.3% |
| 3Y | +70.0% | +0.3% | +69.7% | +62.2% |
| 5Y | +48.1% | -22.3% | +70.4% | +53.1% |
| 10Y | +147.1% | +103.2% | +43.8% | +76.0% |
| All | +147.1% | +104.0% | +43.1% | +76.0% |
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