+26.3%
XB vs VT
+82.6%
-56.2%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | -0.2% | -2.3% | +2.1% | +0.5% |
| 30D | -0.1% | -5.0% | +4.8% | +1.6% |
| 3M | -1.7% | -4.9% | +3.1% | -0.1% |
| 6M | -0.8% | -1.5% | +0.7% | -0.5% |
| YTD | +0.9% | +8.5% | -7.6% | -2.4% |
| 1Y | +2.6% | +11.4% | -8.8% | -1.8% |
| 3Y | +22.7% | +70.1% | -47.4% | -2.7% |
| All | +26.3% | +82.6% | -56.2% | -3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling