-37.8%
XES vs VOO
+309.6%
-347.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.1% |
| 7D | +6.5% | +2.6% | +4.0% | +3.0% |
| 30D | -4.4% | -2.0% | -2.5% | -2.0% |
| 3M | -15.0% | -2.8% | -12.2% | -11.9% |
| 6M | -19.5% | +2.2% | -21.7% | -22.3% |
| YTD | +26.0% | +11.5% | +14.5% | +7.6% |
| 1Y | +32.2% | +13.5% | +18.7% | +10.3% |
| 3Y | +25.3% | +78.1% | -52.8% | -43.0% |
| 5Y | +92.1% | +73.1% | +19.0% | -9.9% |
| All | -37.8% | +309.6% | -347.5% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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