+289.9%
XT vs VT
+215.9%
+74.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | -1.9% | -1.6% | -0.3% | -0.1% |
| 30D | -1.1% | -2.5% | +1.4% | +1.7% |
| 3M | +3.8% | -1.3% | +5.1% | +5.4% |
| 6M | +9.3% | +3.1% | +6.2% | +5.9% |
| YTD | +20.1% | +10.9% | +9.2% | +7.5% |
| 1Y | +19.5% | +12.1% | +7.4% | +5.9% |
| 3Y | +76.6% | +73.9% | +2.7% | -1.8% |
| 5Y | +39.1% | +58.0% | -18.9% | -13.6% |
| 10Y | +296.1% | +225.5% | +70.6% | +20.0% |
| All | +289.9% | +215.9% | +74.0% | +21.2% |
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