+147.3%
VXUS vs XYL
+150.5%
-3.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -1.4% | +1.2% | -2.6% | -1.9% |
| 30D | -0.5% | -11.9% | +11.5% | +4.4% |
| 3M | +2.6% | -1.5% | +4.1% | +2.6% |
| 6M | +10.9% | -11.9% | +22.8% | +15.6% |
| YTD | +16.1% | -20.6% | +36.7% | +25.5% |
| 1Y | +22.3% | -23.5% | +45.8% | +34.0% |
| 3Y | +72.0% | +14.9% | +57.2% | +57.4% |
| 5Y | +54.1% | -15.3% | +69.4% | +55.8% |
| All | +147.3% | +150.5% | -3.2% | +66.9% |
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