-99.8%
XAIR vs VT
+142.2%
-242.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.5% | +10.8% | +10.6% |
| 7D | +8.6% | -0.1% | +8.8% | +8.9% |
| 30D | +12.0% | -3.1% | +15.1% | +14.9% |
| 3M | -51.5% | -3.5% | -48.0% | -50.0% |
| 6M | -75.4% | +0.5% | -75.9% | -75.5% |
| YTD | -82.6% | +10.8% | -93.4% | -84.0% |
| 1Y | -92.8% | +11.9% | -104.7% | -93.4% |
| 3Y | -99.7% | +73.0% | -172.7% | -99.8% |
| 5Y | -99.9% | +58.6% | -158.6% | -100.0% |
| All | -99.8% | +142.2% | -242.0% | -99.9% |
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