+448.5%
XYL vs VO
+495.0%
-46.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.5% | +3.5% |
| 7D | +1.8% | +0.6% | +1.2% | +1.1% |
| 30D | -9.2% | -1.1% | -8.2% | -8.2% |
| 3M | -0.3% | +4.5% | -4.8% | -4.6% |
| 6M | -11.0% | +11.1% | -22.0% | -19.9% |
| YTD | -19.2% | +13.5% | -32.7% | -28.8% |
| 1Y | -21.2% | +14.5% | -35.7% | -31.2% |
| 3Y | +18.6% | +58.1% | -39.5% | -25.3% |
| 5Y | -14.3% | +43.3% | -57.6% | -40.2% |
| 10Y | +141.0% | +193.2% | -52.2% | -16.3% |
| All | +448.5% | +495.0% | -46.5% | +14.1% |
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