+599.6%
XYZ vs VT
+224.5%
+375.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.0% | +0.4% | -1.4% | -1.7% |
| 30D | -1.7% | +1.0% | -2.7% | -3.4% |
| 3M | +16.7% | +2.4% | +14.4% | +11.1% |
| 6M | +26.9% | +12.0% | +14.9% | +0.5% |
| YTD | +27.1% | +15.3% | +11.8% | -4.7% |
| 1Y | +9.3% | +22.6% | -13.3% | -27.6% |
| 3Y | +42.3% | +74.7% | -32.4% | -52.6% |
| 5Y | -69.3% | +66.1% | -135.5% | -87.0% |
| All | +599.6% | +224.5% | +375.1% | +13.8% |
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