-36.4%
XYL vs VO
+13.5%
-49.9%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.3% |
| 7D | -6.0% | +2.9% | -9.0% | -8.7% |
| 30D | -8.3% | +1.0% | -9.3% | -9.5% |
| 3M | -22.6% | -1.7% | -20.9% | -21.1% |
| 6M | -15.0% | +6.7% | -21.7% | -21.0% |
| YTD | -30.2% | +14.0% | -44.2% | -38.9% |
| 1Y | -36.4% | +13.7% | -50.1% | -44.2% |
| All | -36.4% | +13.5% | -49.9% | -44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling