+21.8%
VZ vs XYL
-23.3%
+45.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +1.5% | -3.7% | +5.2% | +1.9% |
| 30D | +4.4% | -8.3% | +12.7% | +5.2% |
| 3M | -2.4% | -21.4% | +19.1% | +0.4% |
| 6M | +1.4% | -12.9% | +14.4% | +2.8% |
| YTD | +21.4% | -30.1% | +51.5% | +26.4% |
| 1Y | +20.3% | -35.2% | +55.4% | +26.7% |
| 3Y | +57.4% | -0.8% | +58.1% | +52.1% |
| All | +21.8% | -23.3% | +45.1% | +12.9% |
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 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