+141.9%
XYL vs VO
+197.9%
-56.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.1% |
| 7D | -1.2% | -2.5% | +1.2% | +1.4% |
| 30D | -13.2% | -3.2% | -9.9% | -10.1% |
| 3M | -0.2% | +3.9% | -4.1% | -4.0% |
| 6M | -12.5% | +9.6% | -22.1% | -20.4% |
| YTD | -20.9% | +11.6% | -32.5% | -29.3% |
| 1Y | -21.6% | +12.6% | -34.2% | -30.6% |
| 3Y | +16.1% | +55.4% | -39.2% | -26.6% |
| 5Y | -15.6% | +41.8% | -57.5% | -41.2% |
| All | +141.9% | +197.9% | -56.0% | -22.0% |
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