-79.2%
XYF vs VT
+136.3%
-215.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +0.2% | +22.1% | +22.2% |
| 7D | +20.8% | -2.3% | +23.1% | +22.8% |
| 30D | +8.7% | -5.0% | +13.7% | +12.6% |
| 3M | +16.3% | -4.9% | +21.1% | +20.4% |
| 6M | +21.1% | -1.5% | +22.7% | +22.5% |
| YTD | +14.7% | +8.5% | +6.2% | +9.4% |
| 1Y | -46.7% | +11.4% | -58.1% | -50.1% |
| 3Y | +73.0% | +70.1% | +2.9% | +25.9% |
| 5Y | +60.3% | +53.7% | +6.6% | +22.7% |
| All | -79.2% | +136.3% | -215.5% | -85.6% |
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 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