+518.7%
XSMO vs VT
+374.2%
+144.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | +1.1% | +0.4% | +0.6% | +0.6% |
| 30D | -4.4% | +1.0% | -5.4% | -5.3% |
| 3M | -4.0% | +2.4% | -6.4% | -6.2% |
| 6M | +7.1% | +12.0% | -4.9% | -3.9% |
| YTD | +18.5% | +15.3% | +3.1% | +3.2% |
| 1Y | +16.7% | +22.6% | -5.8% | -4.0% |
| 3Y | +69.6% | +74.7% | -5.1% | +0.2% |
| 5Y | +62.1% | +66.1% | -4.0% | +1.2% |
| 10Y | +253.9% | +225.0% | +28.9% | +24.3% |
| All | +518.7% | +374.2% | +144.5% | +50.8% |
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