+235.2%
XLI vs VT
+223.7%
+11.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.6% | +1.2% | +1.2% |
| 7D | -0.5% | +0.4% | -0.9% | -0.9% |
| 30D | -0.2% | -2.6% | +2.4% | +2.5% |
| 3M | -8.6% | -3.2% | -5.3% | -5.5% |
| 6M | -2.0% | +0.9% | -2.9% | -3.1% |
| YTD | +9.7% | +11.3% | -1.6% | -1.9% |
| 1Y | +11.4% | +14.0% | -2.6% | -2.8% |
| 3Y | +74.2% | +75.8% | -1.6% | -3.2% |
| 5Y | +70.0% | +57.8% | +12.1% | +5.5% |
| 10Y | +235.2% | +219.8% | +15.4% | +3.4% |
| All | +235.2% | +223.7% | +11.6% | +3.4% |
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