+141.9%
XYL vs VIG
+247.5%
-105.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.4% |
| 7D | -1.2% | -2.2% | +1.0% | +1.5% |
| 30D | -13.2% | -3.2% | -10.0% | -9.6% |
| 3M | -0.2% | +3.0% | -3.2% | -3.7% |
| 6M | -12.5% | +8.1% | -20.6% | -20.5% |
| YTD | -20.9% | +9.1% | -29.9% | -28.7% |
| 1Y | -21.6% | +12.6% | -34.1% | -32.1% |
| 3Y | +16.1% | +55.4% | -39.2% | -32.5% |
| 5Y | -15.6% | +62.8% | -78.4% | -53.0% |
| All | +141.9% | +247.5% | -105.6% | -44.8% |
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