+40.4%
XEMD vs VT
+98.1%
-57.6%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +0.3% | -0.1% | +0.5% | +0.3% |
| 30D | 0.0% | -3.1% | +3.1% | +0.9% |
| 3M | -2.2% | -3.5% | +1.3% | -1.2% |
| 6M | -1.6% | +0.5% | -2.1% | -1.9% |
| YTD | +0.9% | +10.8% | -9.9% | -2.3% |
| 1Y | +2.4% | +11.9% | -9.4% | -1.1% |
| 3Y | +32.4% | +73.0% | -40.6% | +10.1% |
| All | +40.4% | +98.1% | -57.6% | +10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling