-11.8%
XOVL vs VT
+3.0%
-14.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +1.3% |
| 7D | +5.1% | +2.4% | +2.7% | -1.8% |
| 30D | -14.2% | -1.5% | -12.7% | -9.0% |
| 3M | -14.9% | -4.1% | -10.8% | -1.7% |
| 6M | -12.0% | +0.6% | -12.5% | -6.9% |
| All | -11.8% | +3.0% | -14.8% | -8.7% |
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