-63.5%
XRAY vs VT
+374.2%
-437.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.3% | +0.4% | +1.9% | +2.0% |
| 30D | -17.4% | +1.0% | -18.4% | -18.1% |
| 3M | +15.2% | +2.4% | +12.8% | +12.6% |
| 6M | -15.3% | +12.0% | -27.3% | -22.9% |
| YTD | -0.4% | +15.3% | -15.8% | -11.3% |
| 1Y | -18.4% | +22.6% | -41.0% | -30.7% |
| 3Y | -67.1% | +74.7% | -141.7% | -78.9% |
| 5Y | -79.7% | +66.1% | -145.9% | -86.5% |
| 10Y | -78.7% | +225.0% | -303.7% | -91.5% |
| All | -63.5% | +374.2% | -437.7% | -89.7% |
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