-90.5%
XPL vs VT
+345.0%
-435.5%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +1.9% | +0.2% |
| 7D | -8.0% | -4.2% | -3.8% | -5.8% |
| 30D | -19.3% | -5.8% | -13.5% | -16.4% |
| 3M | -37.8% | -5.2% | -32.6% | -35.8% |
| 6M | -44.6% | +0.1% | -44.7% | -44.5% |
| YTD | -34.3% | +8.2% | -42.5% | -36.9% |
| 1Y | -23.3% | +10.1% | -33.5% | -27.0% |
| 3Y | -13.2% | +69.7% | -82.9% | -34.6% |
| 5Y | -13.2% | +53.4% | -66.6% | -31.3% |
| 10Y | -32.4% | +219.2% | -251.6% | -61.5% |
| All | -90.5% | +345.0% | -435.5% | -95.6% |
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