+26.4%
XOMO vs VT
+71.2%
-44.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +0.8% | -2.0% | +2.8% | +1.2% |
| 30D | -0.5% | -1.4% | +0.9% | -0.3% |
| 3M | +4.0% | +4.7% | -0.8% | +2.6% |
| 6M | +4.2% | +11.4% | -7.2% | +0.6% |
| YTD | +21.9% | +13.1% | +8.8% | +16.9% |
| 1Y | +28.9% | +19.0% | +9.9% | +20.6% |
| 3Y | +23.7% | +73.9% | -50.3% | +1.2% |
| All | +26.4% | +71.2% | -44.9% | +4.0% |
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