-100.0%
XPON vs VT
+62.8%
-162.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.2% | -8.6% | -8.8% |
| 7D | -31.6% | -2.3% | -29.2% | -28.3% |
| 30D | -36.4% | -5.0% | -31.4% | -30.2% |
| 3M | -26.0% | -4.9% | -21.1% | -18.9% |
| 6M | -69.1% | -1.5% | -67.6% | -67.8% |
| YTD | -69.9% | +8.5% | -78.4% | -72.6% |
| 1Y | -82.7% | +11.4% | -94.1% | -84.8% |
| 3Y | -100.0% | +70.1% | -170.0% | -100.0% |
| All | -100.0% | +62.8% | -162.7% | -100.0% |
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