-11.0%
XFLT vs VT
+66.2%
-77.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +2.4% | +1.0% | +1.4% | +1.9% |
| 30D | +3.4% | -0.2% | +3.6% | +3.5% |
| 3M | +10.1% | +4.5% | +5.6% | +7.9% |
| 6M | +34.5% | +14.1% | +20.4% | +26.6% |
| YTD | -10.1% | +14.8% | -24.9% | -15.7% |
| 1Y | -17.9% | +21.2% | -39.1% | -24.9% |
| 3Y | -14.9% | +76.6% | -91.5% | -35.5% |
| 5Y | -11.0% | +66.6% | -77.6% | -32.0% |
| All | -11.0% | +66.2% | -77.2% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling