-100.0%
XPON vs VT
+62.4%
-162.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.1% | -4.1% | -17.0% | -14.7% |
| 7D | -34.0% | -4.2% | -29.8% | -28.5% |
| 30D | -34.6% | -5.8% | -28.8% | -27.2% |
| 3M | -19.7% | -5.2% | -14.4% | -11.5% |
| 6M | -66.8% | +0.1% | -66.9% | -66.3% |
| YTD | -67.1% | +8.2% | -75.4% | -70.0% |
| 1Y | -82.0% | +10.1% | -92.1% | -83.9% |
| 3Y | -99.9% | +69.7% | -169.6% | -100.0% |
| All | -100.0% | +62.4% | -162.4% | -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