+58.7%
XCEM vs VT
+58.5%
+0.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.9% |
| 7D | +8.1% | +2.9% | +5.2% | +5.1% |
| 30D | -8.6% | -2.5% | -6.0% | -6.0% |
| 3M | -8.4% | -3.3% | -5.1% | -4.9% |
| 6M | -4.9% | +1.5% | -6.4% | -5.1% |
| YTD | +20.6% | +11.4% | +9.2% | +11.4% |
| 1Y | +23.9% | +11.9% | +12.0% | +14.0% |
| 3Y | +78.3% | +73.9% | +4.5% | +13.4% |
| 5Y | +58.7% | +57.9% | +0.8% | +9.4% |
| All | +58.7% | +58.5% | +0.2% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling