-34.5%
XP vs VT
+134.3%
-168.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +12.5% | +0.4% | +12.0% | +11.6% |
| 30D | +17.0% | +1.0% | +16.0% | +15.1% |
| 3M | +28.6% | +2.4% | +26.2% | +23.6% |
| 6M | -2.9% | +12.0% | -14.9% | -18.5% |
| YTD | +22.9% | +15.3% | +7.6% | -1.2% |
| 1Y | +13.5% | +22.6% | -9.1% | -17.2% |
| 3Y | -14.3% | +74.7% | -89.0% | -65.8% |
| 5Y | -54.9% | +66.1% | -121.0% | -79.8% |
| All | -34.5% | +134.3% | -168.8% | -82.6% |
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