+41.9%
XYZG vs VT
+50.9%
-9.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.5% | -6.3% | -5.2% |
| 7D | +5.0% | +1.0% | +4.0% | +1.9% |
| 30D | -0.1% | -0.2% | +0.1% | +1.6% |
| 3M | +21.6% | +4.5% | +17.1% | +6.4% |
| 6M | +23.2% | +14.1% | +9.2% | -17.5% |
| YTD | +16.5% | +14.8% | +1.7% | -22.1% |
| 1Y | -22.4% | +21.2% | -43.6% | -55.7% |
| All | +41.9% | +50.9% | -9.0% | -59.6% |
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 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