+20.7%
XLK vs VTI
+14.8%
+6.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -2.7% |
| 7D | -7.6% | -0.6% | -7.0% | -6.5% |
| 30D | -12.2% | -1.0% | -11.2% | -10.5% |
| 3M | -5.5% | -0.8% | -4.7% | -3.9% |
| 6M | +9.2% | +7.1% | +2.1% | -1.3% |
| YTD | +23.0% | +13.4% | +9.7% | +2.6% |
| 1Y | +20.7% | +14.9% | +5.8% | -1.2% |
| All | +20.7% | +14.8% | +6.0% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTI.
Daily Out/Under-Performance
Portfolio return minus VTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTI 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 1y: compounded portfolio wealth divided by compounded VTI 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…
1y analysis · Full analysis span regression · 6 months rolling