+49.5%
XYZY vs VT
+73.3%
-23.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.0% |
| 7D | +11.5% | -0.1% | +11.6% | +11.9% |
| 30D | +9.2% | -3.1% | +12.3% | +14.5% |
| 3M | +8.2% | -3.5% | +11.7% | +14.4% |
| 6M | +14.9% | +0.5% | +14.4% | +13.9% |
| YTD | +20.5% | +10.8% | +9.7% | +2.7% |
| 1Y | +19.9% | +11.9% | +8.0% | +0.6% |
| 3Y | +32.7% | +73.0% | -40.2% | -49.3% |
| All | +49.5% | +73.3% | -23.8% | -42.8% |
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 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