-97.0%
XBP vs VT
+71.0%
-168.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.8% |
| 7D | +6.8% | +0.4% | +6.4% | +6.5% |
| 30D | -9.5% | -2.6% | -6.9% | -8.7% |
| 3M | -6.1% | -3.2% | -2.8% | -5.0% |
| 6M | +9.2% | +0.9% | +8.3% | +8.6% |
| YTD | -57.3% | +11.3% | -68.7% | -59.2% |
| 1Y | -46.1% | +14.0% | -60.1% | -48.8% |
| 3Y | -97.8% | +75.8% | -173.6% | -98.0% |
| 5Y | -97.1% | +57.8% | -154.9% | -97.4% |
| All | -97.0% | +71.0% | -168.1% | -97.3% |
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