-0.9%
XYL vs VLTO
+69.5%
-70.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -0.6% |
| 7D | -6.0% | +0.8% | -6.8% | -6.4% |
| 30D | -8.3% | +18.7% | -27.0% | -15.6% |
| 3M | -22.6% | +21.7% | -44.3% | -29.6% |
| 6M | -15.0% | +35.8% | -50.9% | -26.6% |
| YTD | -30.2% | +18.3% | -48.4% | -35.7% |
| 1Y | -36.4% | +20.9% | -57.3% | -42.2% |
| All | -0.9% | +69.5% | -70.4% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling