+65.5%
VZ vs XYL
+129.0%
-63.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.5% |
| 7D | +2.1% | +5.9% | -3.7% | +1.0% |
| 30D | +1.4% | -3.9% | +5.3% | +1.7% |
| 3M | -1.3% | -18.7% | +17.4% | +2.2% |
| 6M | -0.5% | -16.9% | +16.3% | +2.4% |
| YTD | +19.6% | -27.4% | +47.0% | +25.9% |
| 1Y | +22.4% | -34.0% | +56.4% | +31.3% |
| 3Y | +55.9% | +5.6% | +50.3% | +49.2% |
| 5Y | +20.4% | -20.6% | +41.0% | +21.0% |
| All | +65.5% | +129.0% | -63.5% | +40.4% |
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