+481.5%
XYZ vs VT
+229.5%
+251.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.5% |
| 7D | +1.5% | -1.6% | +3.1% | +4.7% |
| 30D | +2.2% | -2.5% | +4.7% | +7.3% |
| 3M | -7.4% | -1.3% | -6.1% | -4.9% |
| 6M | +5.8% | +3.1% | +2.7% | -0.6% |
| YTD | +16.8% | +10.9% | +5.8% | -4.6% |
| 1Y | +2.3% | +12.1% | -9.8% | -18.1% |
| 3Y | +56.1% | +73.9% | -17.8% | -45.4% |
| 5Y | -69.9% | +58.0% | -127.9% | -85.5% |
| 10Y | +533.9% | +225.5% | +308.4% | +21.1% |
| All | +481.5% | +229.5% | +251.9% | +3.6% |
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