-79.9%
XYF vs VT
+142.5%
-222.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -5.0% |
| 7D | +14.9% | +0.4% | +14.5% | +14.6% |
| 30D | +8.0% | -2.6% | +10.6% | +9.9% |
| 3M | +10.5% | -3.2% | +13.7% | +13.0% |
| 6M | +17.1% | +0.9% | +16.2% | +16.5% |
| YTD | +10.9% | +11.3% | -0.4% | +3.9% |
| 1Y | -50.2% | +14.0% | -64.2% | -54.1% |
| 3Y | +64.5% | +75.8% | -11.4% | +17.0% |
| 5Y | +58.5% | +57.8% | +0.6% | +19.1% |
| All | -79.9% | +142.5% | -222.4% | -86.3% |
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