+782.1%
XLK vs VT
+221.4%
+560.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +1.0% |
| 7D | +2.3% | +1.0% | +1.3% | +1.0% |
| 30D | -0.1% | -0.2% | +0.2% | +0.3% |
| 3M | +2.1% | +4.5% | -2.4% | -3.1% |
| 6M | +37.2% | +14.1% | +23.1% | +16.8% |
| YTD | +30.8% | +14.8% | +16.1% | +10.7% |
| 1Y | +42.6% | +21.2% | +21.4% | +12.8% |
| 3Y | +121.8% | +76.6% | +45.2% | +11.4% |
| 5Y | +145.7% | +66.6% | +79.1% | +34.6% |
| 10Y | +782.1% | +222.3% | +559.8% | +135.0% |
| All | +782.1% | +221.4% | +560.6% | +135.0% |
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