+25.7%
XBB vs VT
+94.1%
-68.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | +0.1% | +1.0% | -0.8% | -0.2% |
| 3M | +0.6% | +2.4% | -1.7% | -0.2% |
| 6M | +1.5% | +12.0% | -10.5% | -2.3% |
| YTD | +2.2% | +15.3% | -13.2% | -2.7% |
| 1Y | +4.2% | +22.6% | -18.4% | -2.8% |
| 3Y | +24.4% | +74.7% | -50.3% | +0.2% |
| All | +25.7% | +94.1% | -68.4% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling