+209.2%
XSVM vs VT
+223.7%
-14.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | -0.6% |
| 7D | -1.0% | +0.4% | -1.4% | -1.5% |
| 30D | +3.5% | -2.6% | +6.1% | +6.2% |
| 3M | -3.5% | -3.2% | -0.3% | -0.4% |
| 6M | +2.3% | +0.9% | +1.4% | +0.7% |
| YTD | +20.6% | +11.3% | +9.2% | +6.6% |
| 1Y | +26.4% | +14.0% | +12.4% | +9.0% |
| 3Y | +56.3% | +75.8% | -19.6% | -14.9% |
| 5Y | +31.7% | +57.8% | -26.1% | -19.4% |
| 10Y | +209.2% | +219.8% | -10.6% | -7.4% |
| All | +209.2% | +223.7% | -14.5% | -7.4% |
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