+24.3%
XBB vs VT
+87.3%
-63.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.6% |
| 7D | +0.5% | +0.4% | +0.2% | +0.4% |
| 30D | +0.7% | -2.6% | +3.3% | +1.5% |
| 3M | -1.2% | -3.2% | +2.1% | -0.2% |
| 6M | -0.2% | +0.9% | -1.1% | -0.6% |
| YTD | +1.0% | +11.3% | -10.3% | -2.7% |
| 1Y | +2.3% | +14.0% | -11.7% | -2.4% |
| 3Y | +22.8% | +75.8% | -53.1% | -2.0% |
| All | +24.3% | +87.3% | -63.0% | -3.6% |
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