-10.4%
XTWY vs VT
+112.5%
-123.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -0.3% | -0.1% | -0.1% | -0.3% |
| 30D | +4.9% | -3.1% | +8.0% | +5.5% |
| 3M | -0.4% | -3.5% | +3.1% | +0.3% |
| 6M | -4.9% | +0.5% | -5.4% | -5.1% |
| YTD | -4.8% | +10.8% | -15.6% | -6.7% |
| 1Y | -7.3% | +11.9% | -19.2% | -9.2% |
| 3Y | +1.2% | +73.0% | -71.8% | -10.6% |
| All | -10.4% | +112.5% | -123.0% | -23.5% |
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