-87.9%
XPL vs VT
+374.2%
-462.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -28.0% | +0.4% | -28.5% | -28.3% |
| 30D | -20.3% | +1.0% | -21.2% | -20.7% |
| 3M | -31.4% | +2.4% | -33.8% | -32.3% |
| 6M | -25.3% | +12.0% | -37.3% | -29.9% |
| YTD | -15.7% | +15.3% | -31.1% | -22.1% |
| 1Y | -29.8% | +22.6% | -52.3% | -37.1% |
| 3Y | +1.7% | +74.7% | -72.9% | -24.9% |
| 5Y | +5.4% | +66.1% | -60.8% | -20.5% |
| 10Y | -23.4% | +225.0% | -248.4% | -57.2% |
| All | -87.9% | +374.2% | -462.1% | -94.6% |
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 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