+142.9%
XEL vs VT
+222.7%
-79.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | +0.4% | -1.4% | -1.2% |
| 30D | -1.9% | +1.0% | -2.9% | -2.4% |
| 3M | -1.9% | +2.4% | -4.3% | -3.3% |
| 6M | -7.4% | +12.0% | -19.5% | -12.9% |
| YTD | +4.1% | +15.3% | -11.3% | -3.7% |
| 1Y | +8.0% | +22.6% | -14.5% | -3.2% |
| 3Y | +48.4% | +74.7% | -26.3% | +8.3% |
| 5Y | +27.2% | +66.1% | -38.9% | -5.7% |
| All | +142.9% | +222.7% | -79.8% | +11.1% |
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