+78.3%
XMPT vs VT
+360.1%
-281.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.7% | +0.4% | -2.1% | -1.7% |
| 30D | -1.7% | +1.0% | -2.7% | -1.9% |
| 3M | -1.9% | +2.4% | -4.3% | -2.4% |
| 6M | -3.0% | +12.0% | -15.0% | -5.1% |
| YTD | 0.0% | +15.3% | -15.3% | -2.7% |
| 1Y | +6.4% | +22.6% | -16.2% | +2.3% |
| 3Y | +22.1% | +74.7% | -52.5% | +9.6% |
| 5Y | -10.5% | +66.1% | -76.6% | -19.4% |
| 10Y | +16.0% | +225.0% | -209.0% | -6.1% |
| All | +78.3% | +360.1% | -281.8% | +43.0% |
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 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