+143.6%
XVV vs VT
+124.2%
+19.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | -0.6% |
| 7D | -0.1% | +0.4% | -0.4% | -0.4% |
| 30D | -3.3% | -2.6% | -0.7% | -0.6% |
| 3M | -3.0% | -3.2% | +0.2% | +0.3% |
| 6M | +2.3% | +0.9% | +1.3% | +1.2% |
| YTD | +9.7% | +11.3% | -1.6% | -2.1% |
| 1Y | +12.0% | +14.0% | -2.0% | -2.6% |
| 3Y | +78.6% | +75.8% | +2.8% | -0.8% |
| 5Y | +68.4% | +57.8% | +10.6% | +4.4% |
| All | +143.6% | +124.2% | +19.4% | +5.4% |
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