+508.1%
XMHQ vs VT
+346.0%
+162.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | 0.0% |
| 7D | 0.0% | -2.3% | +2.3% | +1.9% |
| 30D | +4.5% | -5.0% | +9.5% | +9.0% |
| 3M | +0.6% | -4.9% | +5.5% | +4.9% |
| 6M | +5.6% | -1.5% | +7.1% | +6.7% |
| YTD | +15.5% | +8.5% | +7.0% | +7.6% |
| 1Y | +16.8% | +11.4% | +5.4% | +6.5% |
| 3Y | +56.9% | +70.1% | -13.1% | +1.6% |
| 5Y | +55.6% | +53.7% | +1.8% | +10.2% |
| 10Y | +255.1% | +220.0% | +35.2% | +46.6% |
| All | +508.1% | +346.0% | +162.1% | +87.3% |
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