+768.6%
XLG vs VT
+346.0%
+422.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.5% |
| 7D | -3.0% | -2.3% | -0.7% | -1.0% |
| 30D | -8.4% | -5.0% | -3.4% | -4.1% |
| 3M | -5.2% | -4.9% | -0.3% | -0.8% |
| 6M | -4.1% | -1.5% | -2.5% | -2.7% |
| YTD | +1.1% | +8.5% | -7.4% | -5.8% |
| 1Y | +2.4% | +11.4% | -9.0% | -6.7% |
| 3Y | +74.1% | +70.1% | +4.0% | +10.9% |
| 5Y | +70.9% | +53.7% | +17.2% | +19.4% |
| 10Y | +359.2% | +220.0% | +139.2% | +79.0% |
| All | +768.6% | +346.0% | +422.6% | +155.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling