-83.1%
XBIT vs VT
+223.7%
-306.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | -1.4% |
| 7D | -0.5% | +0.4% | -0.9% | -0.9% |
| 30D | -16.6% | -2.6% | -14.0% | -14.6% |
| 3M | -15.9% | -3.2% | -12.6% | -13.4% |
| 6M | -22.4% | +0.9% | -23.3% | -23.6% |
| YTD | -20.1% | +11.3% | -31.4% | -28.7% |
| 1Y | -18.4% | +14.0% | -32.4% | -28.7% |
| 3Y | -50.1% | +75.8% | -126.0% | -70.3% |
| 5Y | -87.7% | +57.8% | -145.6% | -92.0% |
| 10Y | -83.1% | +219.8% | -302.9% | -96.0% |
| All | -83.1% | +223.7% | -306.7% | -96.0% |
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