-9.3%
XTWY vs VT
+120.2%
-129.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.6% | +1.0% | -0.4% | +0.4% |
| 30D | -0.1% | -0.2% | +0.1% | -0.1% |
| 3M | -2.4% | +4.5% | -7.0% | -3.3% |
| 6M | -6.1% | +14.1% | -20.1% | -8.3% |
| YTD | -3.6% | +14.8% | -18.4% | -6.1% |
| 1Y | -5.7% | +21.2% | -26.9% | -9.0% |
| 3Y | -4.9% | +76.6% | -81.5% | -16.5% |
| All | -9.3% | +120.2% | -129.5% | -23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling