+99.1%
XYL vs VO
+197.6%
-98.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.2% |
| 7D | -6.0% | +2.9% | -9.0% | -8.9% |
| 30D | -8.3% | +1.0% | -9.3% | -9.4% |
| 3M | -22.6% | -1.7% | -20.9% | -21.3% |
| 6M | -15.0% | +6.7% | -21.7% | -20.7% |
| YTD | -30.2% | +14.0% | -44.2% | -39.1% |
| 1Y | -36.4% | +13.7% | -50.1% | -44.4% |
| 3Y | -0.9% | +65.8% | -66.7% | -41.6% |
| 5Y | -23.4% | +36.6% | -60.0% | -44.6% |
| All | +99.1% | +197.6% | -98.5% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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