-75.6%
XES vs VT
+363.9%
-439.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.7% | -7.5% | -8.2% |
| 7D | -13.1% | -0.3% | -12.8% | -13.0% |
| 30D | -11.2% | -1.4% | -9.8% | -9.6% |
| 3M | -12.1% | -1.4% | -10.7% | -10.7% |
| 6M | -22.3% | +5.5% | -27.8% | -28.7% |
| YTD | +22.7% | +12.8% | +9.8% | +1.5% |
| 1Y | +26.2% | +15.4% | +10.7% | +1.1% |
| 3Y | +15.4% | +76.9% | -61.4% | -48.8% |
| 5Y | +80.8% | +60.4% | +20.4% | -8.3% |
| 10Y | -34.2% | +232.8% | -267.0% | -86.4% |
| All | -75.6% | +363.9% | -439.5% | -96.9% |
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