+668.1%
XEL vs VT
+345.0%
+323.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +1.7% |
| 7D | +1.7% | -4.2% | +5.9% | +3.7% |
| 30D | +10.5% | -5.8% | +16.3% | +13.5% |
| 3M | +4.9% | -5.2% | +10.2% | +7.5% |
| 6M | +0.2% | +0.1% | +0.1% | -0.3% |
| YTD | +11.3% | +8.2% | +3.1% | +6.5% |
| 1Y | +2.1% | +10.1% | -8.1% | -3.2% |
| 3Y | +45.7% | +69.7% | -24.0% | +10.8% |
| 5Y | +47.9% | +53.4% | -5.4% | +17.0% |
| 10Y | +170.7% | +219.2% | -48.6% | +47.2% |
| All | +668.1% | +345.0% | +323.1% | +208.4% |
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