-83.0%
XYF vs VT
+135.8%
-218.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.2% | -2.5% |
| 7D | -3.9% | -4.2% | +0.3% | -1.0% |
| 30D | -7.5% | -5.8% | -1.7% | -3.6% |
| 3M | -2.3% | -5.2% | +2.9% | +1.4% |
| 6M | -0.4% | +0.1% | -0.5% | -0.4% |
| YTD | -6.3% | +8.2% | -14.5% | -10.4% |
| 1Y | -57.4% | +10.1% | -67.5% | -59.8% |
| 3Y | +39.0% | +69.7% | -30.6% | +1.3% |
| 5Y | +31.0% | +53.4% | -22.3% | +0.4% |
| All | -83.0% | +135.8% | -218.8% | -88.2% |
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