+70.6%
VZ vs XYL
+113.6%
-43.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +1.0% |
| 7D | +2.4% | +0.6% | +1.8% | +2.2% |
| 30D | +11.2% | -5.7% | +16.9% | +12.0% |
| 3M | 0.0% | -19.8% | +19.8% | +3.8% |
| 6M | +1.3% | -14.2% | +15.5% | +3.6% |
| YTD | +21.3% | -28.1% | +49.4% | +27.9% |
| 1Y | +23.9% | -35.0% | +58.9% | +33.4% |
| 3Y | +57.7% | +2.1% | +55.6% | +52.0% |
| 5Y | +21.2% | -22.1% | +43.3% | +22.4% |
| 10Y | +70.6% | +107.0% | -36.4% | +42.5% |
| All | +70.6% | +113.6% | -43.0% | +42.5% |
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