+80.1%
XPH vs VT
+217.6%
-137.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.3% |
| 7D | +5.6% | -0.1% | +5.8% | +5.8% |
| 30D | +5.1% | -3.1% | +8.1% | +8.0% |
| 3M | -3.0% | -3.5% | +0.5% | +0.1% |
| 6M | +15.6% | +0.5% | +15.1% | +14.8% |
| YTD | +21.6% | +10.8% | +10.8% | +10.6% |
| 1Y | +38.6% | +11.9% | +26.7% | +25.0% |
| 3Y | +99.1% | +73.0% | +26.2% | +21.1% |
| 5Y | +42.1% | +58.6% | -16.6% | -6.8% |
| 10Y | +80.1% | +219.2% | -139.1% | -36.2% |
| All | +80.1% | +217.6% | -137.5% | -36.2% |
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