0.0%
XPL vs VT
+75.0%
-75.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -28.0% | +0.4% | -28.5% | -28.4% |
| 30D | -20.3% | +1.0% | -21.2% | -20.9% |
| 3M | -31.4% | +2.4% | -33.8% | -32.7% |
| 6M | -25.3% | +12.0% | -37.3% | -31.6% |
| YTD | -15.7% | +15.3% | -31.1% | -24.4% |
| 1Y | -29.8% | +22.6% | -52.3% | -39.7% |
| All | 0.0% | +75.0% | -75.0% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling