+285.1%
XT vs VT
+228.5%
+56.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.3% | +0.4% | -0.8% | -0.8% |
| 30D | +0.5% | +1.0% | -0.5% | -0.5% |
| 3M | -1.4% | +2.4% | -3.7% | -3.7% |
| 6M | +15.7% | +12.0% | +3.7% | +2.5% |
| YTD | +18.6% | +15.3% | +3.3% | +1.8% |
| 1Y | +31.2% | +22.6% | +8.6% | +5.4% |
| 3Y | +61.9% | +74.7% | -12.8% | -10.4% |
| 5Y | +37.2% | +66.1% | -28.9% | -19.3% |
| 10Y | +269.5% | +225.0% | +44.5% | +11.6% |
| All | +285.1% | +228.5% | +56.7% | +14.7% |
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 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