+23.8%
XYL vs VLTO
+26.2%
-2.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.3% |
| 7D | +1.8% | -1.6% | +3.4% | +2.5% |
| 30D | -9.2% | -2.9% | -6.4% | -8.0% |
| 3M | -0.3% | +12.7% | -12.9% | -5.1% |
| 6M | -11.0% | +1.6% | -12.5% | -11.6% |
| YTD | -19.2% | -4.0% | -15.2% | -17.9% |
| 1Y | -21.2% | -10.2% | -11.0% | -17.5% |
| All | +23.8% | +26.2% | -2.4% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VLTO 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling