+24.5%
XMPT vs VT
+221.8%
-197.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.0% | +2.4% | -5.3% | -3.5% |
| 30D | +3.7% | -1.5% | +5.2% | +4.1% |
| 3M | -8.1% | -4.1% | -4.0% | -7.1% |
| 6M | -6.9% | +0.6% | -7.5% | -7.2% |
| YTD | -5.3% | +11.0% | -16.4% | -8.1% |
| 1Y | -5.2% | +13.3% | -18.5% | -8.4% |
| 3Y | +20.0% | +73.4% | -53.4% | +3.0% |
| 5Y | -14.0% | +57.4% | -71.4% | -24.7% |
| All | +24.5% | +221.8% | -197.2% | -16.9% |
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