+246.9%
XMHQ vs VT
+215.5%
+31.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | -0.1% |
| 7D | 0.0% | -2.3% | +2.3% | +2.3% |
| 30D | +4.5% | -5.0% | +9.5% | +10.1% |
| 3M | +0.6% | -4.9% | +5.5% | +5.8% |
| 6M | +5.6% | -1.5% | +7.1% | +6.9% |
| YTD | +15.5% | +8.5% | +7.0% | +5.4% |
| 1Y | +16.8% | +11.4% | +5.4% | +3.8% |
| 3Y | +56.9% | +70.1% | -13.1% | -9.8% |
| 5Y | +55.6% | +53.7% | +1.8% | -0.5% |
| All | +246.9% | +215.5% | +31.5% | +16.2% |
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