+254.3%
XLI vs VT
+224.5%
+29.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.1% | +0.4% | -1.5% | -1.5% |
| 30D | -5.9% | +1.0% | -6.9% | -6.9% |
| 3M | -0.3% | +2.4% | -2.6% | -2.7% |
| 6M | +0.1% | +12.0% | -11.9% | -11.0% |
| YTD | +13.6% | +15.3% | -1.8% | -2.0% |
| 1Y | +17.2% | +22.6% | -5.4% | -5.1% |
| 3Y | +68.2% | +74.7% | -6.5% | -5.7% |
| 5Y | +80.7% | +66.1% | +14.6% | +6.4% |
| All | +254.3% | +224.5% | +29.8% | +5.0% |
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