+320.4%
VTI vs XYZ
+607.2%
-286.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.9% | -4.3% | +3.4% | -0.1% |
| 30D | -1.4% | +1.2% | -2.6% | -1.8% |
| 3M | +3.6% | +14.6% | -11.1% | +0.5% |
| 6M | +13.6% | +22.6% | -9.0% | +8.5% |
| YTD | +12.9% | +21.7% | -8.8% | +7.2% |
| 1Y | +17.2% | +6.7% | +10.5% | +13.6% |
| 3Y | +75.7% | +46.8% | +28.8% | +52.9% |
| 5Y | +75.4% | -68.0% | +143.5% | +89.4% |
| 10Y | +303.3% | +602.8% | -299.5% | +162.6% |
| All | +320.4% | +607.2% | -286.8% | +165.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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