+565.1%
XLI vs VT
+345.0%
+220.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | -0.1% | -0.3% |
| 7D | -4.5% | -4.2% | -0.3% | -0.7% |
| 30D | -5.3% | -5.8% | +0.5% | +0.1% |
| 3M | -12.6% | -5.2% | -7.3% | -8.1% |
| 6M | -5.3% | +0.1% | -5.4% | -5.5% |
| YTD | +5.6% | +8.2% | -2.7% | -2.1% |
| 1Y | +7.3% | +10.1% | -2.9% | -2.1% |
| 3Y | +66.7% | +69.7% | -2.9% | +1.6% |
| 5Y | +64.6% | +53.4% | +11.2% | +9.7% |
| 10Y | +240.8% | +219.2% | +21.6% | +18.2% |
| All | +565.1% | +345.0% | +220.1% | +73.7% |
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 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