+315.1%
XITK vs VT
+279.7%
+35.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.2% | +0.4% | -2.6% | -2.7% |
| 30D | -0.1% | +1.0% | -1.1% | -1.3% |
| 3M | -4.2% | +2.4% | -6.6% | -6.6% |
| 6M | +25.9% | +12.0% | +13.9% | +9.5% |
| YTD | +9.9% | +15.3% | -5.4% | -7.8% |
| 1Y | +5.6% | +22.6% | -17.0% | -17.9% |
| 3Y | +44.7% | +74.7% | -29.9% | -26.2% |
| 5Y | -15.7% | +66.1% | -81.8% | -52.9% |
| 10Y | +229.8% | +225.0% | +4.8% | +0.2% |
| All | +315.1% | +279.7% | +35.4% | +12.0% |
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 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