+65.5%
VZ vs XYL
+129.6%
-64.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | +2.2% | +2.1% | +0.2% | +1.8% |
| 30D | +10.6% | -3.4% | +13.9% | +10.9% |
| 3M | -0.6% | -17.2% | +16.6% | +2.5% |
| 6M | +0.7% | -12.0% | +12.8% | +2.6% |
| YTD | +20.6% | -26.3% | +46.9% | +26.6% |
| 1Y | +22.7% | -33.5% | +56.2% | +31.5% |
| 3Y | +57.2% | +6.4% | +50.8% | +50.4% |
| 5Y | +21.4% | -20.9% | +42.3% | +22.3% |
| 10Y | +65.5% | +120.8% | -55.3% | +39.0% |
| All | +65.5% | +129.6% | -64.1% | +39.0% |
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 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