+26.4%
XOMO vs VT
+69.7%
-43.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.7% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | -4.2% | -1.7% | -2.5% | -3.9% |
| 3M | -0.5% | -2.3% | +1.8% | -0.2% |
| 6M | +5.0% | +1.5% | +3.5% | +4.4% |
| YTD | +21.9% | +12.0% | +9.9% | +17.0% |
| 1Y | +23.6% | +12.9% | +10.8% | +18.2% |
| 3Y | +38.6% | +74.9% | -36.3% | +12.2% |
| All | +26.4% | +69.7% | -43.3% | +4.1% |
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