-97.9%
XCH vs VT
+46.9%
-144.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | 0.0% | -7.9% | -7.9% |
| 7D | -16.8% | +0.4% | -17.2% | -17.4% |
| 30D | -63.7% | +1.0% | -64.7% | -64.2% |
| 3M | -74.5% | +2.4% | -76.8% | -75.5% |
| 6M | -87.2% | +12.0% | -99.2% | -89.4% |
| YTD | -86.2% | +15.3% | -101.5% | -89.2% |
| 1Y | -86.7% | +22.6% | -109.2% | -90.3% |
| All | -97.9% | +46.9% | -144.8% | -91.9% |
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