-39.1%
XXI vs VT
+50.2%
-89.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | +1.5% | +0.4% | +1.1% | +1.1% |
| 30D | +34.4% | +1.0% | +33.4% | +33.2% |
| 3M | -2.6% | +2.4% | -4.9% | -4.6% |
| 6M | -8.8% | +12.0% | -20.8% | -18.6% |
| YTD | -30.4% | +15.3% | -45.7% | -39.0% |
| 1Y | -68.6% | +22.6% | -91.2% | -73.3% |
| All | -39.1% | +50.2% | -89.3% | -52.6% |
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 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