+308.2%
XAR vs VT
+224.4%
+83.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +0.2% |
| 7D | +6.4% | -0.7% | +7.1% | +7.4% |
| 30D | +6.4% | -1.7% | +8.2% | +8.6% |
| 3M | -17.8% | -2.3% | -15.5% | -15.6% |
| 6M | -10.8% | +1.5% | -12.3% | -12.1% |
| YTD | -0.4% | +12.0% | -12.4% | -11.8% |
| 1Y | +1.8% | +12.9% | -11.0% | -10.5% |
| 3Y | +101.6% | +74.9% | +26.7% | +8.7% |
| 5Y | +100.8% | +59.9% | +40.9% | +19.9% |
| 10Y | +308.2% | +224.6% | +83.6% | +18.9% |
| All | +308.2% | +224.4% | +83.8% | +18.9% |
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