-99.0%
XOS vs VT
+99.8%
-198.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -9.2% | +0.4% | -9.7% | -9.7% |
| 30D | +3.4% | +1.0% | +2.4% | +1.3% |
| 3M | -42.2% | +2.4% | -44.6% | -43.9% |
| 6M | +44.5% | +12.0% | +32.5% | +23.8% |
| YTD | +68.5% | +15.3% | +53.2% | +39.4% |
| 1Y | +32.6% | +22.6% | +10.0% | +1.9% |
| 3Y | -62.9% | +74.7% | -137.6% | -82.0% |
| 5Y | -98.7% | +66.1% | -164.8% | -99.3% |
| All | -99.0% | +99.8% | -198.8% | -99.5% |
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