+80.7%
CXSE vs VT
+350.1%
-269.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.9% | +0.4% | -2.3% | -2.3% |
| 30D | -3.9% | +1.0% | -4.9% | -4.8% |
| 3M | -7.1% | +2.4% | -9.4% | -9.1% |
| 6M | -1.6% | +12.0% | -13.6% | -11.5% |
| YTD | -6.5% | +15.3% | -21.9% | -18.1% |
| 1Y | -5.1% | +22.6% | -27.7% | -21.3% |
| 3Y | +23.3% | +74.7% | -51.4% | -26.5% |
| 5Y | -29.0% | +66.1% | -95.2% | -55.5% |
| 10Y | +65.5% | +225.0% | -159.5% | -40.2% |
| All | +80.7% | +350.1% | -269.3% | -52.3% |
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