+679.6%
XLV vs VT
+374.2%
+305.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +0.2% | +0.4% | -0.3% | -0.1% |
| 30D | +4.4% | +1.0% | +3.5% | +3.8% |
| 3M | +13.2% | +2.4% | +10.9% | +11.1% |
| 6M | +10.1% | +12.0% | -1.9% | +1.8% |
| YTD | +11.7% | +15.3% | -3.6% | +1.2% |
| 1Y | +26.9% | +22.6% | +4.3% | +10.5% |
| 3Y | +35.0% | +74.7% | -39.7% | -7.5% |
| 5Y | +35.9% | +66.1% | -30.3% | -4.6% |
| 10Y | +179.0% | +225.0% | -46.0% | +27.2% |
| All | +679.6% | +374.2% | +305.4% | +162.5% |
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