+48.1%
XYZY vs VT
+73.7%
-25.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +3.0% |
| 7D | -0.7% | +2.4% | -3.1% | -4.1% |
| 30D | +11.0% | -1.5% | +12.5% | +13.7% |
| 3M | +3.0% | -4.1% | +7.1% | +9.9% |
| 6M | +20.4% | +0.6% | +19.9% | +19.3% |
| YTD | +19.4% | +11.0% | +8.4% | +1.4% |
| 1Y | +24.8% | +13.3% | +11.5% | +2.6% |
| 3Y | +30.6% | +73.4% | -42.8% | -50.3% |
| All | +48.1% | +73.7% | -25.6% | -43.5% |
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