+306.1%
XSW vs VT
+226.2%
+79.9%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.2% | -1.6% | -1.6% | -1.3% |
| 30D | +5.0% | -2.5% | +7.5% | +8.3% |
| 3M | +10.5% | -1.3% | +11.8% | +12.4% |
| 6M | +32.6% | +3.1% | +29.5% | +27.1% |
| YTD | +11.1% | +10.9% | +0.2% | -2.8% |
| 1Y | +4.8% | +12.1% | -7.2% | -9.3% |
| 3Y | +65.4% | +73.9% | -8.5% | -14.8% |
| 5Y | +14.4% | +58.0% | -43.5% | -32.8% |
| All | +306.1% | +226.2% | +79.9% | +11.8% |
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