-24.4%
XMAX vs VOO
+80.3%
-104.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -1.5% | -2.0% | +0.5% | -0.4% |
| 30D | -8.6% | -1.7% | -6.9% | -7.7% |
| 3M | -0.8% | +4.7% | -5.6% | -3.4% |
| 6M | +37.5% | +12.6% | +25.0% | +28.5% |
| YTD | +42.3% | +11.8% | +30.6% | +33.3% |
| 1Y | +76.8% | +17.5% | +59.3% | +60.7% |
| 3Y | +224.7% | +77.0% | +147.7% | +124.4% |
| 5Y | -24.4% | +82.6% | -107.0% | -47.3% |
| All | -24.4% | +80.3% | -104.8% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling