-97.1%
XBP vs VT
+70.2%
-167.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.8% |
| 7D | -1.1% | -0.1% | -0.9% | -1.1% |
| 30D | -13.1% | -3.1% | -10.0% | -12.1% |
| 3M | -7.9% | -3.5% | -4.4% | -6.8% |
| 6M | +4.9% | +0.5% | +4.4% | +4.5% |
| YTD | -59.0% | +10.8% | -69.8% | -60.7% |
| 1Y | -52.6% | +11.9% | -64.4% | -54.7% |
| 3Y | -97.8% | +73.0% | -170.8% | -98.1% |
| 5Y | -97.2% | +58.6% | -155.8% | -97.5% |
| All | -97.1% | +70.2% | -167.4% | -97.4% |
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 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