+826.2%
XSW vs VT
+415.8%
+410.4%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.2% | -1.6% | -1.6% | -1.5% |
| 30D | +5.0% | -2.5% | +7.5% | +8.1% |
| 3M | +10.5% | -1.3% | +11.8% | +12.2% |
| 6M | +32.6% | +3.1% | +29.5% | +27.7% |
| YTD | +11.1% | +10.9% | +0.2% | -1.5% |
| 1Y | +4.8% | +12.1% | -7.2% | -8.0% |
| 3Y | +65.4% | +73.9% | -8.5% | -8.8% |
| 5Y | +14.4% | +58.0% | -43.5% | -28.6% |
| 10Y | +305.0% | +225.5% | +79.6% | +31.8% |
| All | +826.2% | +415.8% | +410.4% | +116.4% |
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 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