-92.3%
XMAX vs VT
+413.4%
-505.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.0% |
| 3M | +1.4% | +2.4% | -1.0% | +0.1% |
| 6M | +39.6% | +12.0% | +27.6% | +31.2% |
| YTD | +43.8% | +15.3% | +28.5% | +32.9% |
| 1Y | +223.2% | +22.6% | +200.6% | +189.2% |
| 3Y | +216.1% | +74.7% | +141.4% | +135.1% |
| 5Y | -24.0% | +66.1% | -90.1% | -42.2% |
| 10Y | -72.4% | +225.0% | -297.4% | -82.2% |
| All | -92.3% | +413.4% | -505.7% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling