+196.5%
XCEM vs VT
+240.6%
-44.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.2% | +2.3% |
| 7D | -5.7% | -2.3% | -3.4% | -3.5% |
| 30D | -16.0% | -5.0% | -11.0% | -11.8% |
| 3M | -10.4% | -4.9% | -5.5% | -5.8% |
| 6M | -12.5% | -1.5% | -10.9% | -10.2% |
| YTD | +14.3% | +8.5% | +5.9% | +8.2% |
| 1Y | +19.4% | +11.4% | +8.0% | +10.5% |
| 3Y | +68.2% | +70.1% | -1.8% | +8.1% |
| 5Y | +51.3% | +53.7% | -2.4% | +5.6% |
| 10Y | +147.7% | +220.0% | -72.2% | -5.7% |
| All | +196.5% | +240.6% | -44.1% | +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 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