+377.1%
XMMO vs VT
+224.7%
+152.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +0.9% |
| 7D | +2.7% | -0.7% | +3.4% | +3.7% |
| 30D | -5.7% | -1.7% | -4.0% | -3.7% |
| 3M | -14.6% | -2.3% | -12.3% | -12.2% |
| 6M | -17.2% | +1.5% | -18.7% | -18.2% |
| YTD | +0.2% | +12.0% | -11.8% | -11.3% |
| 1Y | +1.5% | +12.9% | -11.4% | -10.9% |
| 3Y | +76.0% | +74.9% | +1.1% | -4.2% |
| 5Y | +51.1% | +59.9% | -8.8% | -8.8% |
| All | +377.1% | +224.7% | +152.5% | +29.8% |
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