-67.6%
XRAY vs VT
+345.0%
-412.6%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.2% | -1.9% |
| 7D | +5.0% | -4.2% | +9.2% | +8.9% |
| 30D | +18.4% | -5.8% | +24.2% | +24.6% |
| 3M | -26.8% | -5.2% | -21.5% | -23.4% |
| 6M | -11.3% | +0.1% | -11.4% | -11.7% |
| YTD | -11.7% | +8.2% | -20.0% | -17.1% |
| 1Y | -18.9% | +10.1% | -29.0% | -24.8% |
| 3Y | -62.7% | +69.7% | -132.3% | -75.5% |
| 5Y | -79.9% | +53.4% | -133.3% | -85.7% |
| 10Y | -80.8% | +219.2% | -300.0% | -92.2% |
| All | -67.6% | +345.0% | -412.6% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling