+404.3%
XYL vs VT
+388.8%
+15.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +3.2% |
| 7D | +10.2% | -4.2% | +14.4% | +15.0% |
| 30D | -4.3% | -5.8% | +1.5% | +1.4% |
| 3M | -17.8% | -5.2% | -12.6% | -13.5% |
| 6M | -13.4% | +0.1% | -13.5% | -14.3% |
| YTD | -25.7% | +8.2% | -33.9% | -32.3% |
| 1Y | -32.7% | +10.1% | -42.8% | -39.8% |
| 3Y | +7.1% | +69.7% | -62.5% | -39.4% |
| 5Y | -18.7% | +53.4% | -72.1% | -48.5% |
| 10Y | +138.7% | +219.2% | -80.5% | -26.1% |
| All | +404.3% | +388.8% | +15.5% | +18.5% |
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