+893.2%
XLY vs VT
+374.2%
+519.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -2.0% | +0.4% | -2.4% | -2.4% |
| 30D | -3.1% | +1.0% | -4.1% | -4.0% |
| 3M | -1.8% | +2.4% | -4.2% | -4.0% |
| 6M | -0.9% | +12.0% | -12.9% | -11.1% |
| YTD | -3.4% | +15.3% | -18.7% | -15.7% |
| 1Y | -1.5% | +22.6% | -24.1% | -18.9% |
| 3Y | +38.8% | +74.7% | -35.9% | -17.2% |
| 5Y | +30.5% | +66.1% | -35.6% | -16.9% |
| 10Y | +215.3% | +225.0% | -9.7% | +13.1% |
| All | +893.2% | +374.2% | +519.0% | +158.5% |
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