+175.7%
XCEM vs VT
+224.4%
-48.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.1% | +2.2% |
| 7D | +1.3% | -0.7% | +2.0% | +2.2% |
| 30D | -7.6% | -1.7% | -5.9% | -5.8% |
| 3M | -5.0% | -2.3% | -2.7% | -2.5% |
| 6M | -6.9% | +1.5% | -8.4% | -7.1% |
| YTD | +22.4% | +12.0% | +10.4% | +12.5% |
| 1Y | +25.6% | +12.9% | +12.7% | +14.6% |
| 3Y | +81.0% | +74.9% | +6.1% | +12.9% |
| 5Y | +61.5% | +59.9% | +1.6% | +8.5% |
| 10Y | +175.7% | +224.6% | -48.9% | +2.9% |
| All | +175.7% | +224.4% | -48.7% | +2.9% |
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