+432.8%
XYL vs VIG
+532.9%
-100.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.5% |
| 7D | -5.0% | -0.4% | -4.6% | -4.5% |
| 30D | -13.2% | -1.0% | -12.3% | -12.2% |
| 3M | -3.7% | +2.8% | -6.5% | -6.7% |
| 6M | -17.7% | +8.2% | -25.9% | -25.0% |
| YTD | -21.5% | +11.0% | -32.5% | -30.6% |
| 1Y | -24.5% | +16.1% | -40.6% | -36.8% |
| 3Y | +6.9% | +56.2% | -49.2% | -37.2% |
| 5Y | -18.1% | +63.0% | -81.1% | -53.6% |
| 10Y | +134.7% | +241.4% | -106.7% | -41.7% |
| All | +432.8% | +532.9% | -100.1% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling