+36.0%
XSOE vs VT
+21.4%
+14.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.7% |
| 7D | +2.6% | +1.0% | +1.6% | +1.0% |
| 30D | +4.0% | -0.2% | +4.2% | +4.4% |
| 3M | +4.1% | +4.5% | -0.5% | -2.4% |
| 6M | +20.2% | +14.1% | +6.1% | +0.9% |
| YTD | +25.3% | +14.8% | +10.6% | +5.1% |
| 1Y | +36.0% | +21.2% | +14.8% | +9.0% |
| All | +36.0% | +21.4% | +14.6% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling