+126.3%
XYLD price history and return analytics
+222.7%
-96.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | 0.0% | -0.1% | +0.2% | +0.1% |
| 30D | +0.6% | -0.7% | +1.2% | +1.0% |
| 3M | +5.6% | +4.0% | +1.6% | +2.5% |
| 6M | +8.2% | +12.3% | -4.1% | -0.7% |
| YTD | +9.7% | +14.0% | -4.3% | -0.5% |
| 1Y | +17.9% | +20.3% | -2.4% | +2.7% |
| 3Y | +42.9% | +75.4% | -32.5% | -5.8% |
| 5Y | +44.6% | +66.0% | -21.4% | -1.5% |
| 10Y | +126.3% | +228.2% | -101.9% | -8.1% |
| All | +126.3% | +222.7% | -96.3% | -8.1% |
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