+115.8%
XSOE vs VT
+223.7%
-107.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +0.2% |
| 7D | -0.7% | +0.4% | -1.0% | -1.0% |
| 30D | -9.2% | -2.6% | -6.6% | -6.7% |
| 3M | -8.7% | -3.2% | -5.4% | -5.4% |
| 6M | -10.8% | +0.9% | -11.8% | -10.9% |
| YTD | +10.1% | +11.3% | -1.2% | +0.5% |
| 1Y | +11.9% | +14.0% | -2.1% | -0.2% |
| 3Y | +66.3% | +75.8% | -9.5% | -2.6% |
| 5Y | +20.6% | +57.8% | -37.2% | -21.5% |
| 10Y | +115.8% | +219.8% | -104.0% | -12.0% |
| All | +115.8% | +223.7% | -107.9% | -12.0% |
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