-43.8%
XXI vs VT
+48.5%
-92.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.1% |
| 7D | -1.9% | -0.1% | -1.8% | -1.6% |
| 30D | +22.9% | -0.7% | +23.6% | +24.3% |
| 3M | +2.4% | +4.0% | -1.6% | -1.7% |
| 6M | -16.8% | +12.3% | -29.1% | -25.8% |
| YTD | -35.7% | +14.0% | -49.8% | -42.9% |
| 1Y | -71.6% | +20.3% | -91.9% | -75.4% |
| All | -43.8% | +48.5% | -92.3% | -55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling