+222.4%
VXUS vs XYL
+449.8%
-227.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.3% |
| 7D | +1.0% | -5.0% | +6.1% | +3.0% |
| 30D | +2.2% | -13.2% | +15.4% | +7.8% |
| 3M | +3.0% | -3.7% | +6.7% | +4.0% |
| 6M | +10.7% | -17.7% | +28.3% | +18.5% |
| YTD | +17.8% | -21.5% | +39.4% | +28.0% |
| 1Y | +27.6% | -24.5% | +52.1% | +40.6% |
| 3Y | +73.3% | +6.9% | +66.4% | +63.5% |
| 5Y | +54.3% | -18.1% | +72.4% | +58.2% |
| 10Y | +149.8% | +134.7% | +15.1% | +61.1% |
| All | +222.4% | +449.8% | -227.4% | +48.8% |
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