-22.5%
XZO vs VT
+10.9%
-33.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.8% |
| 7D | -8.9% | -2.3% | -6.6% | -5.3% |
| 30D | +7.0% | -5.0% | +12.0% | +14.9% |
| 3M | 0.0% | -4.9% | +4.9% | +7.0% |
| 6M | -5.7% | -1.5% | -4.1% | -5.5% |
| YTD | -32.8% | +8.5% | -41.3% | -48.1% |
| 1Y | -14.5% | +11.4% | -25.9% | -41.5% |
| All | -22.5% | +10.9% | -33.4% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling