+900.8%
XAR vs VT
+403.2%
+497.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.1% | -0.9% | -0.9% |
| 7D | -9.0% | -4.2% | -4.8% | -4.9% |
| 30D | -8.3% | -5.8% | -2.5% | -2.6% |
| 3M | -24.0% | -5.2% | -18.8% | -19.7% |
| 6M | -16.0% | +0.1% | -16.1% | -15.9% |
| YTD | -11.1% | +8.2% | -19.3% | -17.4% |
| 1Y | -10.0% | +10.1% | -20.2% | -17.8% |
| 3Y | +79.6% | +69.7% | +9.9% | +7.2% |
| 5Y | +74.9% | +53.4% | +21.5% | +15.4% |
| 10Y | +303.4% | +219.2% | +84.2% | +42.4% |
| All | +900.8% | +403.2% | +497.6% | +181.7% |
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