+189.3%
XCEM vs VT
+239.8%
-50.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.1% | -3.6% | -3.9% |
| 7D | -11.2% | -4.2% | -7.1% | -7.5% |
| 30D | -19.2% | -5.8% | -13.4% | -14.5% |
| 3M | -13.1% | -5.2% | -7.8% | -8.3% |
| 6M | -11.8% | +0.1% | -11.9% | -10.8% |
| YTD | +11.6% | +8.2% | +3.3% | +5.8% |
| 1Y | +14.9% | +10.1% | +4.7% | +7.4% |
| 3Y | +65.6% | +69.7% | -4.1% | +6.7% |
| 5Y | +47.7% | +53.4% | -5.7% | +3.3% |
| 10Y | +141.8% | +219.2% | -77.5% | -7.8% |
| All | +189.3% | +239.8% | -50.5% | +7.0% |
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