-100.0%
XWEL vs VT
+222.7%
-322.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.4% |
| 7D | -4.1% | -0.1% | -4.0% | -4.0% |
| 30D | -3.1% | -0.7% | -2.5% | -2.3% |
| 3M | -13.1% | +4.0% | -17.1% | -17.2% |
| 6M | -28.5% | +12.3% | -40.8% | -37.9% |
| YTD | +102.2% | +14.0% | +88.1% | +73.7% |
| 1Y | -17.7% | +20.3% | -38.0% | -33.6% |
| 3Y | -72.6% | +75.4% | -148.1% | -86.9% |
| 5Y | -97.5% | +66.0% | -163.4% | -98.7% |
| 10Y | -100.0% | +228.2% | -328.2% | -100.0% |
| All | -100.0% | +222.7% | -322.6% | -100.0% |
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