-22.6%
XYL vs VOO
+72.6%
-95.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | -3.7% | +2.6% | -6.3% | -6.1% |
| 30D | -8.3% | -2.0% | -6.3% | -6.9% |
| 3M | -21.4% | -2.8% | -18.7% | -19.6% |
| 6M | -12.9% | +2.2% | -15.1% | -15.4% |
| YTD | -30.1% | +11.5% | -41.6% | -37.9% |
| 1Y | -35.2% | +13.5% | -48.6% | -43.4% |
| 3Y | -0.8% | +78.1% | -78.9% | -46.5% |
| All | -22.6% | +72.6% | -95.2% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling