+176.7%
XSLV vs VT
+293.0%
-116.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +1.8% |
| 7D | +0.7% | -4.2% | +4.9% | +4.4% |
| 30D | +4.3% | -5.8% | +10.1% | +9.6% |
| 3M | -3.9% | -5.2% | +1.4% | +0.4% |
| 6M | +4.4% | +0.1% | +4.3% | +3.5% |
| YTD | +13.1% | +8.2% | +4.8% | +4.3% |
| 1Y | +15.8% | +10.1% | +5.7% | +5.0% |
| 3Y | +38.3% | +69.7% | -31.4% | -15.3% |
| 5Y | +12.8% | +53.4% | -40.6% | -24.9% |
| 10Y | +75.4% | +219.2% | -143.8% | -38.2% |
| All | +176.7% | +293.0% | -116.3% | -16.4% |
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