+508.9%
XSVM vs VT
+346.0%
+162.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.2% |
| 7D | -1.3% | -2.3% | +1.0% | +0.9% |
| 30D | +1.2% | -5.0% | +6.2% | +6.2% |
| 3M | -5.6% | -4.9% | -0.7% | -1.1% |
| 6M | +1.1% | -1.5% | +2.6% | +2.1% |
| YTD | +18.0% | +8.5% | +9.6% | +8.2% |
| 1Y | +25.1% | +11.4% | +13.7% | +11.7% |
| 3Y | +48.0% | +70.1% | -22.0% | -12.3% |
| 5Y | +29.2% | +53.7% | -24.6% | -15.3% |
| 10Y | +221.2% | +220.0% | +1.3% | +6.4% |
| All | +508.9% | +346.0% | +162.9% | +47.2% |
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