-73.3%
XPER vs VT
+99.2%
-172.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.2% | +2.1% |
| 7D | +14.7% | -0.7% | +15.4% | +15.1% |
| 30D | +23.5% | -1.7% | +25.2% | +25.3% |
| 3M | -7.1% | -2.3% | -4.8% | -5.1% |
| 6M | -23.4% | +1.5% | -24.9% | -25.2% |
| YTD | +4.9% | +12.0% | -7.1% | -8.7% |
| 1Y | -6.4% | +12.9% | -19.3% | -19.2% |
| 3Y | -29.2% | +74.9% | -104.2% | -60.2% |
| All | -73.3% | +99.2% | -172.4% | -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