+15.6%
XYL vs VIG
+55.4%
-39.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.4% |
| 7D | +0.8% | -1.2% | +2.0% | +2.3% |
| 30D | -10.8% | -2.8% | -8.0% | -7.7% |
| 3M | -2.5% | +2.5% | -5.0% | -5.2% |
| 6M | -12.2% | +8.1% | -20.3% | -19.8% |
| YTD | -20.1% | +9.6% | -29.6% | -28.0% |
| 1Y | -20.6% | +14.2% | -34.8% | -31.9% |
| All | +15.6% | +55.4% | -39.8% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling