+116.5%
XJH vs VT
+129.6%
-13.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.3% |
| 7D | -0.8% | -0.1% | -0.7% | -0.6% |
| 30D | -4.2% | -0.7% | -3.5% | -3.5% |
| 3M | 0.0% | +4.0% | -4.0% | -4.4% |
| 6M | +8.9% | +12.3% | -3.4% | -4.5% |
| YTD | +13.1% | +14.0% | -0.9% | -2.5% |
| 1Y | +15.4% | +20.3% | -4.9% | -6.4% |
| 3Y | +49.4% | +75.4% | -26.1% | -20.1% |
| 5Y | +44.0% | +66.0% | -22.0% | -17.5% |
| All | +116.5% | +129.6% | -13.2% | -10.7% |
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