+703.1%
XLK vs VT
+217.6%
+485.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.5% |
| 7D | -4.3% | -0.1% | -4.2% | -4.0% |
| 30D | -15.0% | -3.1% | -12.0% | -11.2% |
| 3M | -9.2% | -3.5% | -5.7% | -4.5% |
| 6M | -3.5% | +0.5% | -4.0% | -3.1% |
| YTD | +17.7% | +10.8% | +7.0% | +4.6% |
| 1Y | +14.9% | +11.9% | +3.0% | +0.9% |
| 3Y | +91.8% | +73.0% | +18.8% | -0.9% |
| 5Y | +113.1% | +58.6% | +54.4% | +24.4% |
| 10Y | +703.1% | +219.2% | +483.9% | +114.8% |
| All | +703.1% | +217.6% | +485.5% | +114.8% |
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