+99.7%
XYLG vs VT
+109.2%
-9.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -1.1% |
| 7D | -4.5% | -4.2% | -0.4% | -1.2% |
| 30D | -5.1% | -5.8% | +0.7% | -0.5% |
| 3M | -3.0% | -5.2% | +2.2% | +1.2% |
| 6M | +3.0% | +0.1% | +2.9% | +2.7% |
| YTD | +7.7% | +8.2% | -0.6% | +0.7% |
| 1Y | +10.1% | +10.1% | 0.0% | +1.4% |
| 3Y | +58.1% | +69.7% | -11.6% | +2.6% |
| 5Y | +52.2% | +53.4% | -1.2% | +6.2% |
| All | +99.7% | +109.2% | -9.5% | +7.0% |
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