+187.8%
VZ vs XYL
+449.8%
-262.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.5% |
| 7D | +0.1% | -5.0% | +5.1% | +1.1% |
| 30D | +7.9% | -13.2% | +21.1% | +10.9% |
| 3M | +13.6% | -3.7% | +17.4% | +14.3% |
| 6M | +1.1% | -17.7% | +18.8% | +4.7% |
| YTD | +29.3% | -21.5% | +50.8% | +34.8% |
| 1Y | +21.2% | -24.5% | +45.7% | +27.4% |
| 3Y | +75.9% | +6.9% | +69.0% | +69.4% |
| 5Y | +24.1% | -18.1% | +42.2% | +24.8% |
| 10Y | +62.4% | +134.7% | -72.3% | +25.8% |
| All | +187.8% | +449.8% | -262.0% | +90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling