+27.4%
XLY vs VT
+65.7%
-38.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.5% |
| 7D | -2.1% | -0.1% | -2.0% | -1.9% |
| 30D | -6.0% | -0.7% | -5.4% | -5.2% |
| 3M | -2.7% | +4.0% | -6.7% | -7.6% |
| 6M | -1.5% | +12.3% | -13.8% | -15.3% |
| YTD | -5.4% | +14.0% | -19.5% | -20.4% |
| 1Y | -3.8% | +20.3% | -24.1% | -24.5% |
| 3Y | +36.6% | +75.4% | -38.9% | -34.4% |
| 5Y | +27.4% | +66.0% | -38.6% | -32.6% |
| All | +27.4% | +65.7% | -38.3% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling