-70.2%
XES vs VT
+374.2%
-444.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +2.2% | +0.4% | +1.8% | +1.5% |
| 30D | +9.7% | +1.0% | +8.8% | +8.1% |
| 3M | -2.2% | +2.4% | -4.6% | -5.8% |
| 6M | +10.5% | +12.0% | -1.5% | -7.3% |
| YTD | +50.1% | +15.3% | +34.8% | +20.8% |
| 1Y | +75.6% | +22.6% | +53.0% | +29.7% |
| 3Y | +32.8% | +74.7% | -41.9% | -40.1% |
| 5Y | +147.9% | +66.1% | +81.7% | +20.1% |
| 10Y | -20.8% | +225.0% | -245.8% | -83.0% |
| All | -70.2% | +374.2% | -444.3% | -96.3% |
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 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