+64.3%
XLF vs VTI
+74.4%
-10.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | 0.0% |
| 7D | -1.5% | -0.9% | -0.6% | -0.7% |
| 30D | -1.2% | -1.4% | +0.3% | +0.1% |
| 3M | +9.2% | +3.6% | +5.6% | +5.8% |
| 6M | +16.3% | +13.6% | +2.7% | +3.9% |
| YTD | +5.4% | +12.9% | -7.5% | -5.3% |
| 1Y | +7.6% | +17.2% | -9.6% | -6.6% |
| 3Y | +74.2% | +75.7% | -1.5% | +5.4% |
| All | +64.3% | +74.4% | -10.1% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling