+184.2%
XYLD vs VT
+300.6%
-116.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.4% | -0.9% |
| 7D | -3.7% | -4.2% | +0.5% | -0.8% |
| 30D | -3.7% | -5.8% | +2.1% | +0.3% |
| 3M | -1.4% | -5.2% | +3.9% | +2.3% |
| 6M | +4.1% | +0.1% | +4.0% | +3.7% |
| YTD | +7.5% | +8.2% | -0.8% | +1.2% |
| 1Y | +11.4% | +10.1% | +1.3% | +3.5% |
| 3Y | +43.0% | +69.7% | -26.6% | -2.8% |
| 5Y | +37.6% | +53.4% | -15.7% | -0.3% |
| 10Y | +126.0% | +219.2% | -93.2% | -4.8% |
| All | +184.2% | +300.6% | -116.4% | +5.0% |
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