+11.3%
XYL vs VLTO
+54.8%
-43.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | +5.9% | +5.4% | +0.5% | +3.4% |
| 30D | -3.9% | +22.3% | -26.2% | -12.2% |
| 3M | -18.7% | +19.6% | -38.3% | -25.0% |
| 6M | -16.9% | +35.2% | -52.0% | -27.3% |
| YTD | -27.4% | +17.9% | -45.2% | -32.7% |
| 1Y | -34.0% | +19.5% | -53.5% | -39.4% |
| 3Y | +5.6% | +73.9% | -68.3% | -12.0% |
| All | +11.3% | +54.8% | -43.5% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling