+113.7%
XMLV vs VT
+222.7%
-109.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | +0.4% | +2.9% | -2.5% | -1.9% |
| 30D | +4.3% | -2.5% | +6.8% | +6.2% |
| 3M | -1.2% | -3.3% | +2.1% | +1.2% |
| 6M | +4.0% | +1.5% | +2.5% | +1.9% |
| YTD | +9.7% | +11.4% | -1.7% | -0.7% |
| 1Y | +8.7% | +11.9% | -3.2% | -2.1% |
| 3Y | +47.0% | +73.9% | -26.9% | -9.7% |
| 5Y | +33.1% | +57.9% | -24.8% | -11.7% |
| All | +113.7% | +222.7% | -109.0% | -25.2% |
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