-93.0%
XMAX vs VT
+215.5%
-308.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.2% | +6.4% | +6.4% |
| 7D | -17.0% | -2.3% | -14.7% | -15.2% |
| 30D | -39.0% | -5.0% | -34.1% | -36.3% |
| 3M | -41.9% | -4.9% | -37.0% | -39.4% |
| 6M | -34.2% | -1.5% | -32.7% | -33.1% |
| YTD | -11.2% | +8.5% | -19.7% | -16.5% |
| 1Y | -2.7% | +11.4% | -14.1% | -10.4% |
| 3Y | +174.7% | +70.1% | +104.7% | +83.2% |
| 5Y | -54.6% | +53.7% | -108.4% | -67.5% |
| All | -93.0% | +215.5% | -308.5% | -96.8% |
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