+166.3%
VZ vs XYL
+408.9%
-242.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.5% |
| 7D | +2.1% | +5.9% | -3.7% | +1.0% |
| 30D | +1.4% | -3.9% | +5.3% | +1.7% |
| 3M | -1.3% | -18.7% | +17.4% | +2.3% |
| 6M | -0.5% | -16.9% | +16.3% | +2.5% |
| YTD | +19.6% | -27.4% | +47.0% | +26.1% |
| 1Y | +22.4% | -34.0% | +56.4% | +31.5% |
| 3Y | +55.9% | +5.6% | +50.3% | +49.7% |
| 5Y | +20.4% | -20.6% | +41.0% | +21.1% |
| 10Y | +66.9% | +133.4% | -66.5% | +28.6% |
| All | +166.3% | +408.9% | -242.5% | +78.5% |
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