+10.2%
XYL vs VLTO
+56.3%
-46.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.5% |
| 7D | +0.6% | +1.6% | -1.0% | -0.1% |
| 30D | -5.7% | +22.0% | -27.7% | -13.8% |
| 3M | -19.8% | +21.9% | -41.7% | -26.7% |
| 6M | -14.2% | +36.5% | -50.7% | -25.3% |
| YTD | -28.1% | +19.0% | -47.1% | -33.6% |
| 1Y | -35.0% | +21.0% | -56.0% | -40.6% |
| 3Y | +2.1% | +69.9% | -67.8% | -14.7% |
| All | +10.2% | +56.3% | -46.1% | -6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling