+363.6%
XLG vs VT
+221.4%
+142.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | +1.2% | +1.0% | +0.2% | +0.2% |
| 30D | -0.7% | -0.2% | -0.4% | -0.4% |
| 3M | +1.2% | +4.5% | -3.4% | -3.3% |
| 6M | +11.5% | +14.1% | -2.6% | -2.7% |
| YTD | +6.4% | +14.8% | -8.3% | -7.8% |
| 1Y | +13.9% | +21.2% | -7.3% | -6.6% |
| 3Y | +81.6% | +76.6% | +5.0% | +1.8% |
| 5Y | +88.7% | +66.6% | +22.1% | +12.6% |
| 10Y | +363.6% | +222.3% | +141.3% | +49.9% |
| All | +363.6% | +221.4% | +142.1% | +49.9% |
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