-39.9%
XES vs VT
+217.6%
-257.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.3% |
| 7D | -7.9% | -0.1% | -7.7% | -7.8% |
| 30D | -11.9% | -3.1% | -8.9% | -7.9% |
| 3M | -18.5% | -3.5% | -15.0% | -14.3% |
| 6M | -20.4% | +0.5% | -20.8% | -21.7% |
| YTD | +20.0% | +10.8% | +9.2% | +0.7% |
| 1Y | +21.5% | +11.9% | +9.6% | +0.4% |
| 3Y | +20.2% | +73.0% | -52.7% | -48.7% |
| 5Y | +79.6% | +58.6% | +21.0% | -12.1% |
| 10Y | -39.9% | +219.2% | -259.1% | -89.0% |
| All | -39.9% | +217.6% | -257.5% | -89.0% |
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 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