+60.3%
XLC vs VT
+69.4%
-9.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +2.7% |
| 7D | +3.1% | -4.2% | +7.3% | +6.6% |
| 30D | -6.5% | -5.8% | -0.7% | -2.0% |
| 3M | -5.6% | -5.2% | -0.3% | -1.5% |
| 6M | -9.2% | +0.1% | -9.4% | -9.9% |
| YTD | -10.6% | +8.2% | -18.8% | -17.5% |
| 1Y | -6.9% | +10.1% | -17.0% | -15.5% |
| All | +60.3% | +69.4% | -9.1% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling