+45.9%
XMAR vs VT
+96.4%
-50.5%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.2% | +0.4% | -0.3% | +0.1% |
| 30D | +0.7% | +1.0% | -0.3% | +0.4% |
| 3M | +2.1% | +2.4% | -0.3% | +1.2% |
| 6M | +7.8% | +12.0% | -4.2% | +3.7% |
| YTD | +9.0% | +15.3% | -6.4% | +3.7% |
| 1Y | +11.6% | +22.6% | -11.0% | +3.8% |
| 3Y | +36.4% | +74.7% | -38.2% | +12.4% |
| All | +45.9% | +96.4% | -50.5% | +15.5% |
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