+226.3%
XITK vs VT
+223.7%
+2.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +0.1% |
| 7D | -0.5% | +0.4% | -0.9% | -0.9% |
| 30D | -10.3% | -2.6% | -7.7% | -6.9% |
| 3M | -10.4% | -3.2% | -7.1% | -6.0% |
| 6M | -2.2% | +0.9% | -3.2% | -2.6% |
| YTD | +3.2% | +11.3% | -8.1% | -9.5% |
| 1Y | +1.3% | +14.0% | -12.7% | -13.8% |
| 3Y | +52.6% | +75.8% | -23.2% | -24.5% |
| 5Y | -21.2% | +57.8% | -79.0% | -54.0% |
| 10Y | +226.3% | +219.8% | +6.5% | -7.3% |
| All | +226.3% | +223.7% | +2.6% | -7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling