-17.1%
XYL vs VT
+66.2%
-83.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -5.0% | +0.4% | -5.5% | -5.5% |
| 30D | -13.2% | +1.0% | -14.2% | -14.1% |
| 3M | -3.7% | +2.4% | -6.1% | -6.3% |
| 6M | -17.7% | +12.0% | -29.7% | -27.4% |
| YTD | -21.5% | +15.3% | -36.9% | -32.9% |
| 1Y | -24.5% | +22.6% | -47.1% | -39.7% |
| 3Y | +6.9% | +74.7% | -67.7% | -42.5% |
| All | -17.1% | +66.2% | -83.3% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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