+665.7%
XEL vs VT
+355.4%
+310.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +1.7% | -0.1% | +1.9% | +1.7% |
| 30D | +8.6% | -3.1% | +11.7% | +10.0% |
| 3M | +5.1% | -3.5% | +8.6% | +6.7% |
| 6M | +2.5% | +0.5% | +2.0% | +1.9% |
| YTD | +11.0% | +10.8% | +0.2% | +5.0% |
| 1Y | +2.7% | +11.9% | -9.1% | -3.3% |
| 3Y | +49.7% | +73.0% | -23.2% | +12.9% |
| 5Y | +46.1% | +58.6% | -12.5% | +13.7% |
| 10Y | +181.5% | +219.2% | -37.6% | +53.1% |
| All | +665.7% | +355.4% | +310.3% | +204.1% |
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 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