+183.8%
XEL vs VT
+224.4%
-40.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.7% |
| 7D | +0.7% | -0.7% | +1.4% | +1.0% |
| 30D | +9.3% | -1.7% | +11.1% | +10.1% |
| 3M | +5.3% | -2.3% | +7.6% | +6.3% |
| 6M | +2.2% | +1.5% | +0.7% | +1.0% |
| YTD | +12.3% | +12.0% | +0.3% | +5.4% |
| 1Y | +3.0% | +12.9% | -9.8% | -3.7% |
| 3Y | +51.6% | +74.9% | -23.4% | +10.3% |
| 5Y | +50.0% | +59.9% | -9.9% | +13.5% |
| 10Y | +183.8% | +224.6% | -40.8% | +31.0% |
| All | +183.8% | +224.4% | -40.5% | +31.0% |
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