+357.8%
XLG vs VT
+224.4%
+133.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +0.3% |
| 7D | -1.3% | -0.7% | -0.6% | -0.6% |
| 30D | -5.0% | -1.7% | -3.3% | -3.2% |
| 3M | -1.8% | -2.3% | +0.5% | +0.6% |
| 6M | -1.8% | +1.5% | -3.3% | -3.3% |
| YTD | +4.3% | +12.0% | -7.7% | -7.3% |
| 1Y | +3.7% | +12.9% | -9.2% | -8.6% |
| 3Y | +76.3% | +74.9% | +1.3% | -0.2% |
| 5Y | +79.4% | +59.9% | +19.5% | +11.4% |
| 10Y | +357.8% | +224.6% | +133.2% | +49.3% |
| All | +357.8% | +224.4% | +133.5% | +49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling