+99.4%
XYL vs VIG
+262.6%
-163.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.1% |
| 7D | -3.7% | +3.5% | -7.2% | -7.8% |
| 30D | -8.3% | +4.9% | -13.3% | -13.8% |
| 3M | -21.4% | +2.5% | -23.9% | -23.9% |
| 6M | -12.9% | +11.0% | -24.0% | -23.5% |
| YTD | -30.1% | +16.0% | -46.0% | -41.7% |
| 1Y | -35.2% | +17.5% | -52.7% | -46.8% |
| 3Y | -0.8% | +67.0% | -67.8% | -47.3% |
| 5Y | -23.2% | +64.8% | -88.0% | -58.0% |
| All | +99.4% | +262.6% | -163.3% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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