-75.2%
XPER vs VT
+92.4%
-167.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.1% | +10.6% | +11.0% |
| 7D | +5.2% | -4.2% | +9.3% | +9.6% |
| 30D | +8.1% | -5.8% | +13.9% | +14.9% |
| 3M | -27.1% | -5.2% | -21.8% | -23.0% |
| 6M | -17.7% | +0.1% | -17.9% | -18.7% |
| YTD | -2.6% | +8.2% | -10.8% | -12.0% |
| 1Y | -15.3% | +10.1% | -25.4% | -25.0% |
| 3Y | -35.5% | +69.7% | -105.1% | -62.5% |
| All | -75.2% | +92.4% | -167.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling