+599.5%
XYZ vs VT
+215.5%
+384.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.2% |
| 7D | +12.1% | -2.3% | +14.5% | +17.9% |
| 30D | +12.4% | -5.0% | +17.3% | +24.7% |
| 3M | +8.2% | -4.9% | +13.1% | +20.1% |
| 6M | +20.7% | -1.5% | +22.2% | +24.5% |
| YTD | +31.3% | +8.5% | +22.8% | +11.3% |
| 1Y | +20.5% | +11.4% | +9.1% | -3.3% |
| 3Y | +72.6% | +70.1% | +2.5% | -40.3% |
| 5Y | -64.0% | +53.7% | -117.7% | -82.4% |
| All | +599.5% | +215.5% | +384.0% | +14.7% |
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