+106.3%
XSOE vs VT
+219.7%
-113.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.1% |
| 7D | -3.3% | -2.3% | -0.9% | -1.0% |
| 30D | -12.5% | -5.0% | -7.5% | -8.1% |
| 3M | -10.3% | -4.9% | -5.4% | -5.8% |
| 6M | -12.7% | -1.5% | -11.2% | -10.7% |
| YTD | +7.0% | +8.5% | -1.4% | +0.8% |
| 1Y | +8.4% | +11.4% | -3.0% | -0.3% |
| 3Y | +58.8% | +70.1% | -11.2% | +0.4% |
| 5Y | +17.9% | +53.7% | -35.8% | -18.6% |
| 10Y | +113.1% | +220.0% | -106.9% | -11.0% |
| All | +106.3% | +219.7% | -113.3% | -13.6% |
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