+4.2%
VT vs XE
-62.9%
+67.1%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.0% | -4.4% | +2.1% |
| 7D | +0.4% | +7.6% | -7.3% | -0.3% |
| 30D | -2.6% | -18.6% | +16.0% | -1.6% |
| 3M | -3.2% | -50.7% | +47.5% | +0.3% |
| 6M | +0.9% | -63.0% | +64.0% | +5.1% |
| All | +4.2% | -62.9% | +67.1% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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