-51.3%
XP vs VT
+119.8%
-171.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | +4.0% |
| 7D | -1.8% | -4.2% | +2.4% | +5.2% |
| 30D | -50.3% | -5.8% | -44.5% | -45.6% |
| 3M | -13.0% | -5.2% | -7.7% | -5.4% |
| 6M | -20.8% | +0.1% | -20.9% | -21.4% |
| YTD | -8.5% | +8.2% | -16.8% | -18.8% |
| 1Y | -18.3% | +10.1% | -28.5% | -29.4% |
| 3Y | -23.6% | +69.7% | -93.3% | -68.3% |
| 5Y | -52.0% | +53.4% | -105.4% | -75.5% |
| All | -51.3% | +119.8% | -171.1% | -85.7% |
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