-37.7%
XES vs VT
+215.5%
-253.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.8% | +2.7% |
| 7D | -16.0% | -2.3% | -13.7% | -13.2% |
| 30D | -12.1% | -5.0% | -7.1% | -5.3% |
| 3M | -15.3% | -4.9% | -10.4% | -9.0% |
| 6M | -23.2% | -1.5% | -21.7% | -22.1% |
| YTD | +18.3% | +8.5% | +9.8% | +2.5% |
| 1Y | +21.9% | +11.4% | +10.5% | +1.4% |
| 3Y | +13.8% | +70.1% | -56.3% | -50.2% |
| 5Y | +71.4% | +53.7% | +17.6% | -11.8% |
| All | -37.7% | +215.5% | -253.3% | -88.3% |
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