+374.7%
XYL vs VO
+497.4%
-122.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -3.7% | +3.1% | -6.8% | -6.7% |
| 30D | -8.3% | +2.2% | -10.5% | -10.5% |
| 3M | -21.4% | -2.5% | -18.9% | -19.5% |
| 6M | -12.9% | +7.0% | -19.9% | -18.8% |
| YTD | -30.1% | +14.0% | -44.1% | -38.8% |
| 1Y | -35.2% | +15.6% | -50.8% | -44.1% |
| 3Y | -0.8% | +66.2% | -66.9% | -40.7% |
| 5Y | -23.2% | +36.6% | -59.9% | -44.0% |
| 10Y | +101.2% | +199.0% | -97.7% | -31.6% |
| All | +374.7% | +497.4% | -122.7% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling