-64.6%
XYZ vs VT
+53.2%
-117.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | +5.5% |
| 7D | +9.2% | -4.2% | +13.4% | +20.9% |
| 30D | +9.8% | -5.8% | +15.6% | +26.5% |
| 3M | -0.2% | -5.2% | +5.1% | +13.6% |
| 6M | +18.0% | +0.1% | +17.8% | +16.5% |
| YTD | +29.1% | +8.2% | +20.9% | +5.4% |
| 1Y | +14.1% | +10.1% | +4.0% | -10.9% |
| 3Y | +72.6% | +69.7% | +3.0% | -56.9% |
| 5Y | -64.6% | +53.4% | -118.0% | -86.8% |
| All | -64.6% | +53.2% | -117.8% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling