-89.0%
XBIT vs VT
+225.1%
-314.1%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.1% | +0.4% | -3.5% | -3.5% |
| 30D | -2.7% | +1.0% | -3.6% | -3.6% |
| 3M | -7.2% | +2.4% | -9.6% | -9.6% |
| 6M | -6.4% | +12.0% | -18.4% | -16.5% |
| YTD | -7.9% | +15.3% | -23.3% | -20.2% |
| 1Y | -26.2% | +22.6% | -48.8% | -39.6% |
| 3Y | -53.8% | +74.7% | -128.5% | -72.2% |
| 5Y | -86.2% | +66.1% | -152.3% | -91.3% |
| 10Y | -80.8% | +225.0% | -305.8% | -93.2% |
| All | -89.0% | +225.1% | -314.1% | -96.1% |
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