-79.4%
XPRO vs VT
+214.8%
-294.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.1% | -3.3% | -0.7% |
| 7D | -26.0% | -4.2% | -21.8% | -20.5% |
| 30D | -20.9% | -5.8% | -15.1% | -12.6% |
| 3M | -21.3% | -5.2% | -16.1% | -14.1% |
| 6M | -28.0% | +0.1% | -28.2% | -28.6% |
| YTD | -3.8% | +8.2% | -12.1% | -16.8% |
| 1Y | -7.7% | +10.1% | -17.8% | -22.4% |
| 3Y | -20.2% | +69.7% | -89.9% | -66.8% |
| 5Y | -27.1% | +53.4% | -80.5% | -63.8% |
| All | -79.4% | +214.8% | -294.2% | -95.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling