+14.7%
XLF vs VTI
+14.8%
0.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.6% |
| 7D | +5.5% | -0.6% | +6.1% | +5.8% |
| 30D | +9.9% | -1.0% | +10.8% | +10.5% |
| 3M | +2.6% | -0.8% | +3.4% | +3.1% |
| 6M | +15.6% | +7.1% | +8.5% | +9.8% |
| YTD | +9.4% | +13.4% | -4.0% | -0.4% |
| 1Y | +14.7% | +14.9% | -0.2% | +3.4% |
| All | +14.7% | +14.8% | 0.0% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTI.
Daily Out/Under-Performance
Portfolio return minus VTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTI 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 1y: compounded portfolio wealth divided by compounded VTI 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…
1y analysis · Full analysis span regression · 6 months rolling