+373.9%
XLF vs VT
+346.0%
+27.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.9% |
| 7D | +1.2% | -2.3% | +3.5% | +3.9% |
| 30D | +6.3% | -5.0% | +11.3% | +12.7% |
| 3M | -0.8% | -4.9% | +4.1% | +5.0% |
| 6M | +11.0% | -1.5% | +12.6% | +12.1% |
| YTD | +5.6% | +8.5% | -2.8% | -5.5% |
| 1Y | +10.8% | +11.4% | -0.6% | -4.0% |
| 3Y | +77.8% | +70.1% | +7.7% | -8.7% |
| 5Y | +55.6% | +53.7% | +1.9% | -10.3% |
| 10Y | +252.5% | +220.0% | +32.5% | -17.8% |
| All | +373.9% | +346.0% | +27.9% | -2.6% |
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