+532.3%
XPH vs VT
+374.2%
+158.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.2% | +0.4% | -0.2% | -0.1% |
| 30D | +1.3% | +1.0% | +0.3% | +0.5% |
| 3M | +22.6% | +2.4% | +20.3% | +20.2% |
| 6M | +25.6% | +12.0% | +13.6% | +15.0% |
| YTD | +26.9% | +15.3% | +11.6% | +13.6% |
| 1Y | +51.0% | +22.6% | +28.4% | +29.1% |
| 3Y | +66.5% | +74.7% | -8.1% | +8.9% |
| 5Y | +54.7% | +66.1% | -11.5% | +4.7% |
| 10Y | +76.0% | +225.0% | -149.0% | -26.1% |
| All | +532.3% | +374.2% | +158.1% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling