-96.1%
XELB vs VT
+74.0%
-170.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.2% |
| 7D | -23.0% | +2.4% | -25.4% | -25.4% |
| 30D | -1.7% | -1.5% | -0.2% | +0.3% |
| 3M | -68.5% | -4.1% | -64.4% | -66.8% |
| 6M | -82.2% | +0.6% | -82.8% | -82.3% |
| YTD | -69.1% | +11.0% | -80.1% | -72.7% |
| 1Y | -65.4% | +13.3% | -78.7% | -70.2% |
| 3Y | -96.1% | +73.4% | -169.5% | -98.3% |
| All | -96.1% | +74.0% | -170.1% | -98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling