-98.7%
XELB vs VT
+324.2%
-422.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.4% | +0.2% | +24.2% | +24.2% |
| 7D | +17.2% | -2.3% | +19.6% | +20.2% |
| 30D | -17.7% | -5.0% | -12.7% | -13.8% |
| 3M | -59.4% | -4.9% | -54.6% | -57.5% |
| 6M | -82.1% | -1.5% | -80.6% | -81.8% |
| YTD | -59.8% | +8.5% | -68.3% | -62.3% |
| 1Y | -59.8% | +11.4% | -71.2% | -63.0% |
| 3Y | -95.1% | +70.1% | -165.1% | -96.7% |
| 5Y | -97.1% | +53.7% | -150.9% | -97.9% |
| 10Y | -99.1% | +220.0% | -319.1% | -99.5% |
| All | -98.7% | +324.2% | -422.9% | -99.2% |
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