+256.0%
XMHQ vs VT
+223.7%
+32.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | -0.1% |
| 7D | +0.9% | +0.4% | +0.5% | +0.4% |
| 30D | +5.8% | -2.6% | +8.4% | +8.6% |
| 3M | +2.1% | -3.2% | +5.3% | +5.5% |
| 6M | +10.3% | +0.9% | +9.3% | +8.8% |
| YTD | +18.5% | +11.3% | +7.2% | +5.4% |
| 1Y | +19.3% | +14.0% | +5.3% | +3.5% |
| 3Y | +64.1% | +75.8% | -11.7% | -8.9% |
| 5Y | +58.9% | +57.8% | +1.1% | -1.1% |
| 10Y | +256.0% | +219.8% | +36.2% | +16.2% |
| All | +256.0% | +223.7% | +32.4% | +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