+315.7%
XAR vs VT
+223.7%
+92.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +2.6% |
| 7D | +2.3% | +0.4% | +1.9% | +1.9% |
| 30D | +3.5% | -2.6% | +6.1% | +6.7% |
| 3M | -17.5% | -3.2% | -14.3% | -14.4% |
| 6M | -10.9% | +0.9% | -11.8% | -11.6% |
| YTD | -1.9% | +11.3% | -13.2% | -12.5% |
| 1Y | +1.1% | +14.0% | -12.9% | -12.2% |
| 3Y | +100.5% | +75.8% | +24.6% | +7.5% |
| 5Y | +93.7% | +57.8% | +35.8% | +17.5% |
| 10Y | +315.7% | +219.8% | +95.9% | +26.8% |
| All | +315.7% | +223.7% | +92.0% | +26.8% |
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 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