+253.1%
XMLV vs VT
+318.8%
-65.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | 0.0% | +0.4% | -0.5% | -0.4% |
| 30D | -1.3% | +1.0% | -2.3% | -2.1% |
| 3M | +6.7% | +2.4% | +4.3% | +4.3% |
| 6M | +2.8% | +12.0% | -9.2% | -6.6% |
| YTD | +10.3% | +15.3% | -5.1% | -2.3% |
| 1Y | +9.1% | +22.6% | -13.5% | -8.2% |
| 3Y | +41.5% | +74.7% | -33.2% | -11.4% |
| 5Y | +36.8% | +66.1% | -29.4% | -11.5% |
| 10Y | +110.6% | +225.0% | -114.4% | -21.4% |
| All | +253.1% | +318.8% | -65.7% | +9.7% |
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