+226.1%
XLI vs VT
+221.8%
+4.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.1% |
| 7D | +3.8% | +2.4% | +1.4% | +1.4% |
| 30D | +1.0% | -1.5% | +2.5% | +2.6% |
| 3M | -8.9% | -4.1% | -4.8% | -5.0% |
| 6M | -2.3% | +0.6% | -2.8% | -3.0% |
| YTD | +9.7% | +11.0% | -1.4% | -1.7% |
| 1Y | +12.3% | +13.3% | -1.0% | -1.5% |
| 3Y | +71.5% | +73.4% | -1.9% | -3.3% |
| 5Y | +70.2% | +57.4% | +12.7% | +5.9% |
| All | +226.1% | +221.8% | +4.3% | -1.7% |
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