+55.4%
VXUS vs XYL
-14.7%
+70.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.3% | -1.3% |
| 7D | +1.6% | +1.8% | -0.2% | +1.0% |
| 30D | +1.0% | -9.2% | +10.2% | +4.2% |
| 3M | +5.7% | -0.3% | +5.9% | +5.2% |
| 6M | +13.6% | -11.0% | +24.5% | +17.4% |
| YTD | +17.4% | -19.2% | +36.6% | +24.9% |
| 1Y | +25.1% | -21.2% | +46.3% | +34.1% |
| 3Y | +75.8% | +18.6% | +57.2% | +59.9% |
| 5Y | +55.4% | -14.3% | +69.7% | +48.0% |
| All | +55.4% | -14.7% | +70.1% | +48.0% |
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 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