-9.3%
XTWY vs VT
+121.3%
-130.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | -0.5% | +1.0% | -1.5% | -0.7% |
| 3M | -3.5% | +2.4% | -5.9% | -4.0% |
| 6M | -6.9% | +12.0% | -18.9% | -8.8% |
| YTD | -3.6% | +15.3% | -19.0% | -6.1% |
| 1Y | -2.3% | +22.6% | -24.8% | -5.9% |
| 3Y | -5.5% | +74.7% | -80.2% | -16.9% |
| All | -9.3% | +121.3% | -130.6% | -23.1% |
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