+134.5%
XYL vs VT
+224.5%
-90.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -5.0% | +0.4% | -5.5% | -5.5% |
| 30D | -13.2% | +1.0% | -14.2% | -14.1% |
| 3M | -3.7% | +2.4% | -6.1% | -6.5% |
| 6M | -17.7% | +12.0% | -29.7% | -27.8% |
| YTD | -21.5% | +15.3% | -36.9% | -33.4% |
| 1Y | -24.5% | +22.6% | -47.1% | -40.2% |
| 3Y | +6.9% | +74.7% | -67.7% | -43.2% |
| 5Y | -18.1% | +66.1% | -84.2% | -53.7% |
| All | +134.5% | +224.5% | -90.0% | -38.2% |
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 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