+47.0%
XC vs VT
+96.2%
-49.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.2% | +2.6% |
| 7D | +1.8% | -4.2% | +6.0% | +5.5% |
| 30D | -1.8% | -5.8% | +4.0% | +3.3% |
| 3M | -5.5% | -5.2% | -0.3% | -1.2% |
| 6M | -3.5% | +0.1% | -3.6% | -3.8% |
| YTD | -4.3% | +8.2% | -12.5% | -10.7% |
| 1Y | -2.5% | +10.1% | -12.7% | -10.4% |
| 3Y | +33.1% | +69.7% | -36.6% | -15.1% |
| All | +47.0% | +96.2% | -49.2% | -16.3% |
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 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