-92.2%
XMAX vs VT
+223.7%
-315.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.9% | +2.6% | +11.3% | +11.9% |
| 7D | +51.4% | +0.4% | +51.0% | +51.6% |
| 30D | -30.5% | -2.6% | -28.0% | -28.6% |
| 3M | -33.2% | -3.2% | -30.0% | -31.1% |
| 6M | -27.2% | +0.9% | -28.2% | -27.3% |
| YTD | +1.2% | +11.3% | -10.1% | -6.6% |
| 1Y | +12.8% | +14.0% | -1.2% | +2.3% |
| 3Y | +182.3% | +75.8% | +106.5% | +83.8% |
| 5Y | -48.1% | +57.8% | -106.0% | -63.5% |
| 10Y | -92.2% | +219.8% | -312.0% | -96.4% |
| All | -92.2% | +223.7% | -315.9% | -96.4% |
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