-39.4%
XMAX vs VT
+59.5%
-98.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.1% | +9.3% | +9.5% |
| 7D | +30.1% | -0.7% | +30.8% | +31.1% |
| 30D | -21.3% | -1.7% | -19.6% | -19.7% |
| 3M | -27.3% | -2.3% | -25.0% | -25.6% |
| 6M | -19.6% | +1.5% | -21.2% | -20.0% |
| YTD | +13.2% | +12.0% | +1.1% | +4.3% |
| 1Y | +20.8% | +12.9% | +7.9% | +10.7% |
| 3Y | +195.2% | +74.9% | +120.3% | +93.9% |
| All | -39.4% | +59.5% | -98.9% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling