+50.4%
XCEM vs VT
+53.4%
-3.0%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.2% | +2.2% |
| 7D | -5.7% | -2.3% | -3.4% | -3.3% |
| 30D | -16.0% | -5.0% | -11.0% | -11.4% |
| 3M | -10.4% | -4.9% | -5.5% | -5.5% |
| 6M | -12.5% | -1.5% | -10.9% | -10.0% |
| YTD | +14.3% | +8.5% | +5.9% | +8.3% |
| 1Y | +19.4% | +11.4% | +8.0% | +10.6% |
| 3Y | +68.2% | +70.1% | -1.8% | +9.4% |
| All | +50.4% | +53.4% | -3.0% | +6.6% |
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