+519.4%
XMHQ vs VT
+357.8%
+161.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.5% |
| 7D | +2.0% | +2.9% | -0.9% | -0.4% |
| 30D | +4.6% | -2.5% | +7.1% | +6.8% |
| 3M | +0.9% | -3.3% | +4.2% | +3.7% |
| 6M | +10.0% | +1.5% | +8.5% | +8.4% |
| YTD | +17.6% | +11.4% | +6.2% | +7.2% |
| 1Y | +16.9% | +11.9% | +5.0% | +6.2% |
| 3Y | +60.0% | +73.9% | -13.8% | +1.7% |
| 5Y | +57.4% | +57.9% | -0.5% | +9.1% |
| 10Y | +249.1% | +222.6% | +26.5% | +42.8% |
| All | +519.4% | +357.8% | +161.5% | +86.7% |
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