+188.0%
XEL vs VT
+221.8%
-33.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +2.4% | +2.4% | +0.1% | +1.3% |
| 30D | +8.3% | -1.5% | +9.8% | +8.9% |
| 3M | +4.2% | -4.1% | +8.3% | +6.1% |
| 6M | +3.7% | +0.6% | +3.2% | +3.0% |
| YTD | +13.1% | +11.0% | +2.0% | +6.5% |
| 1Y | +5.0% | +13.3% | -8.3% | -2.1% |
| 3Y | +55.0% | +73.4% | -18.4% | +13.3% |
| 5Y | +51.8% | +57.4% | -5.6% | +15.8% |
| All | +188.0% | +221.8% | -33.7% | +34.1% |
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