-31.0%
XPL vs VT
+215.5%
-246.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.2% | +6.3% | +6.3% |
| 7D | +2.1% | -2.3% | +4.4% | +4.0% |
| 30D | -12.5% | -5.0% | -7.5% | -8.8% |
| 3M | -33.8% | -4.9% | -28.9% | -30.9% |
| 6M | -42.4% | -1.5% | -40.8% | -41.5% |
| YTD | -30.0% | +8.5% | -38.5% | -34.1% |
| 1Y | -21.0% | +11.4% | -32.3% | -27.0% |
| 3Y | -3.9% | +70.1% | -74.0% | -36.1% |
| 5Y | -7.5% | +53.7% | -61.3% | -34.1% |
| All | -31.0% | +215.5% | -246.5% | -63.6% |
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