+219.6%
XMAX vs VT
+75.0%
+144.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -3.4% | +0.4% | -3.8% | -3.6% |
| 30D | -5.5% | +1.0% | -6.5% | -6.1% |
| 3M | +1.4% | +2.4% | -1.0% | -0.1% |
| 6M | +39.6% | +12.0% | +27.6% | +30.1% |
| YTD | +43.8% | +15.3% | +28.5% | +30.9% |
| 1Y | +223.2% | +22.6% | +200.6% | +181.2% |
| All | +219.6% | +75.0% | +144.7% | +156.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling