-69.7%
XXI vs VT
+11.9%
-81.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.3% |
| 7D | -9.7% | +2.4% | -12.0% | -14.5% |
| 30D | -17.4% | -1.5% | -15.9% | -13.8% |
| 3M | -1.0% | -4.1% | +3.1% | +10.4% |
| 6M | -37.8% | +0.6% | -38.4% | -37.3% |
| YTD | -43.5% | +11.0% | -54.5% | -55.0% |
| 1Y | -69.7% | +13.3% | -83.1% | -77.7% |
| All | -69.7% | +11.9% | -81.6% | -77.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling