+74.2%
XLF vs VTI
+75.8%
-1.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | 0.0% |
| 7D | -1.5% | -0.9% | -0.6% | -0.8% |
| 30D | -1.2% | -1.4% | +0.3% | 0.0% |
| 3M | +9.2% | +3.6% | +5.6% | +6.1% |
| 6M | +16.3% | +13.6% | +2.7% | +4.6% |
| YTD | +5.4% | +12.9% | -7.5% | -4.7% |
| 1Y | +7.6% | +17.2% | -9.6% | -5.8% |
| 3Y | +74.2% | +75.7% | -1.5% | +8.5% |
| All | +74.2% | +75.8% | -1.6% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling