-75.3%
XPER vs VT
+92.8%
-168.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | +6.8% | -2.3% | +9.1% | +8.9% |
| 30D | +6.8% | -5.0% | +11.7% | +12.3% |
| 3M | -17.1% | -4.9% | -12.2% | -12.8% |
| 6M | -17.5% | -1.5% | -16.0% | -16.8% |
| YTD | -2.9% | +8.5% | -11.4% | -12.5% |
| 1Y | -17.2% | +11.4% | -28.5% | -27.6% |
| 3Y | -35.6% | +70.1% | -105.6% | -62.6% |
| All | -75.3% | +92.8% | -168.1% | -86.3% |
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