+253.3%
XCEM vs VT
+262.1%
-8.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.5% |
| 7D | +2.3% | +0.4% | +1.8% | +1.9% |
| 30D | +6.2% | +1.0% | +5.2% | +5.3% |
| 3M | -0.5% | +2.4% | -2.9% | -2.1% |
| 6M | +21.7% | +12.0% | +9.7% | +11.2% |
| YTD | +36.3% | +15.3% | +20.9% | +21.6% |
| 1Y | +56.7% | +22.6% | +34.1% | +32.7% |
| 3Y | +97.6% | +74.7% | +22.9% | +23.3% |
| 5Y | +73.7% | +66.1% | +7.6% | +12.6% |
| 10Y | +195.6% | +225.0% | -29.4% | +10.0% |
| All | +253.3% | +262.1% | -8.7% | +22.9% |
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 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