-96.2%
XLO vs VT
+62.1%
-158.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.8% |
| 7D | -2.8% | -0.7% | -2.1% | -2.1% |
| 30D | -6.7% | -1.7% | -4.9% | -5.0% |
| 3M | -7.7% | -2.3% | -5.4% | -5.7% |
| 6M | +9.6% | +1.5% | +8.1% | +7.8% |
| YTD | -5.5% | +12.0% | -17.5% | -16.2% |
| 1Y | -23.8% | +12.9% | -36.7% | -32.9% |
| 3Y | -57.7% | +74.9% | -132.6% | -77.0% |
| 5Y | -97.5% | +59.9% | -157.4% | -98.4% |
| All | -96.2% | +62.1% | -158.3% | -97.7% |
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