-97.2%
XELB vs VT
+351.0%
-448.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | -7.0% | +0.4% | -7.5% | -7.4% |
| 30D | -15.7% | +1.0% | -16.7% | -16.4% |
| 3M | -56.2% | +2.4% | -58.6% | -57.1% |
| 6M | -43.5% | +12.0% | -55.5% | -48.6% |
| YTD | -15.7% | +15.3% | -31.1% | -25.2% |
| 1Y | -38.1% | +22.6% | -60.7% | -47.5% |
| 3Y | -93.3% | +74.7% | -167.9% | -95.6% |
| 5Y | -94.9% | +66.1% | -161.0% | -96.6% |
| 10Y | -98.1% | +225.0% | -323.1% | -99.0% |
| All | -97.2% | +351.0% | -448.2% | -98.4% |
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