-49.0%
XP vs VT
+126.1%
-175.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | -2.0% |
| 7D | +10.2% | +0.4% | +9.8% | +9.3% |
| 30D | -52.0% | -2.6% | -49.4% | -50.3% |
| 3M | -4.7% | -3.2% | -1.5% | 0.0% |
| 6M | -18.3% | +0.9% | -19.2% | -20.0% |
| YTD | -4.3% | +11.3% | -15.6% | -18.8% |
| 1Y | -14.9% | +14.0% | -28.9% | -30.5% |
| 3Y | -20.3% | +75.8% | -96.1% | -68.8% |
| 5Y | -48.2% | +57.8% | -106.0% | -74.8% |
| All | -49.0% | +126.1% | -175.1% | -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