+318.0%
XLF vs VTI
+946.7%
-628.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.4% |
| 7D | -2.9% | -2.0% | -0.9% | -0.4% |
| 30D | -1.6% | -1.9% | +0.3% | +0.8% |
| 3M | +9.3% | +4.5% | +4.7% | +3.0% |
| 6M | +14.6% | +12.6% | +2.0% | -1.9% |
| YTD | +4.7% | +12.0% | -7.3% | -9.8% |
| 1Y | +8.6% | +17.3% | -8.7% | -12.0% |
| 3Y | +73.9% | +75.3% | -1.5% | -17.1% |
| 5Y | +65.0% | +74.0% | -9.0% | -22.3% |
| 10Y | +250.4% | +300.0% | -49.6% | -46.6% |
| All | +318.0% | +946.7% | -628.7% | -80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling