+71.6%
VZ vs XYL
+104.0%
-32.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.0% |
| 7D | +0.9% | -5.9% | +6.8% | +2.1% |
| 30D | +8.9% | -7.3% | +16.2% | +10.0% |
| 3M | +0.1% | -22.5% | +22.6% | +4.6% |
| 6M | +1.9% | -14.4% | +16.3% | +4.3% |
| YTD | +22.0% | -29.4% | +51.4% | +29.1% |
| 1Y | +22.1% | -35.6% | +57.7% | +31.6% |
| 3Y | +58.7% | +0.3% | +58.4% | +53.4% |
| 5Y | +22.3% | -22.3% | +44.7% | +23.5% |
| 10Y | +71.6% | +103.2% | -31.6% | +43.9% |
| All | +71.6% | +104.0% | -32.3% | +43.9% |
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