-7.6%
XPL vs VT
+53.4%
-61.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.2% | +6.3% | +6.3% |
| 7D | +2.1% | -2.3% | +4.4% | +3.9% |
| 30D | -12.5% | -5.0% | -7.6% | -8.8% |
| 3M | -33.8% | -4.9% | -28.9% | -31.0% |
| 6M | -42.4% | -1.5% | -40.8% | -41.4% |
| YTD | -30.0% | +8.5% | -38.5% | -33.9% |
| 1Y | -21.0% | +11.4% | -32.4% | -26.7% |
| 3Y | -3.9% | +70.1% | -74.0% | -33.7% |
| All | -7.6% | +53.4% | -61.0% | -31.7% |
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 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