+368.7%
XMMO vs VT
+223.7%
+145.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +1.2% |
| 7D | +0.2% | +0.4% | -0.1% | -0.1% |
| 30D | -9.3% | -2.6% | -6.7% | -6.4% |
| 3M | -16.5% | -3.2% | -13.3% | -13.2% |
| 6M | -18.2% | +0.9% | -19.1% | -18.7% |
| YTD | -2.0% | +11.3% | -13.3% | -12.7% |
| 1Y | -0.4% | +14.0% | -14.4% | -13.5% |
| 3Y | +74.0% | +75.8% | -1.8% | -5.8% |
| 5Y | +46.8% | +57.8% | -11.0% | -10.0% |
| 10Y | +368.7% | +219.8% | +148.9% | +32.0% |
| All | +368.7% | +223.7% | +145.0% | +32.0% |
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