+20.2%
VZ vs XYL
-21.3%
+41.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.7% |
| 7D | +2.1% | +5.9% | -3.7% | +1.4% |
| 30D | +1.4% | -3.9% | +5.3% | +1.5% |
| 3M | -1.3% | -18.7% | +17.4% | +1.1% |
| 6M | -0.5% | -16.9% | +16.3% | +1.5% |
| YTD | +19.6% | -27.4% | +47.0% | +24.0% |
| 1Y | +22.4% | -34.0% | +56.4% | +28.7% |
| 3Y | +55.9% | +5.6% | +50.3% | +49.3% |
| All | +20.2% | -21.3% | +41.5% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling