-94.5%
XMAX vs VT
+393.1%
-487.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | +46.4% | -0.1% | +46.6% | +47.0% |
| 30D | -29.6% | -3.1% | -26.6% | -28.0% |
| 3M | -33.2% | -3.5% | -29.7% | -31.5% |
| 6M | -26.3% | +0.5% | -26.7% | -26.1% |
| YTD | +2.5% | +10.8% | -8.3% | -2.8% |
| 1Y | +6.6% | +11.9% | -5.3% | +0.5% |
| 3Y | +167.4% | +73.0% | +94.4% | +101.5% |
| 5Y | -45.8% | +58.6% | -104.4% | -57.6% |
| 10Y | -92.4% | +219.2% | -311.6% | -94.9% |
| All | -94.5% | +393.1% | -487.6% | -94.0% |
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