+116.5%
XMLV vs VT
+215.5%
-99.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.5% |
| 7D | +0.3% | -2.3% | +2.7% | +2.1% |
| 30D | +5.3% | -5.0% | +10.3% | +9.5% |
| 3M | -2.3% | -4.9% | +2.5% | +1.3% |
| 6M | +3.0% | -1.5% | +4.5% | +3.5% |
| YTD | +8.9% | +8.5% | +0.4% | +0.7% |
| 1Y | +10.1% | +11.4% | -1.3% | -0.5% |
| 3Y | +44.6% | +70.1% | -25.5% | -9.6% |
| 5Y | +33.3% | +53.7% | -20.4% | -9.6% |
| All | +116.5% | +215.5% | -99.1% | -21.8% |
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