-65.8%
XRPM vs VT
+15.7%
-81.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.6% | -11.8% | -13.9% |
| 7D | -16.2% | +0.4% | -16.5% | -17.2% |
| 30D | -25.1% | -2.6% | -22.5% | -21.0% |
| 3M | -30.7% | -3.2% | -27.4% | -25.6% |
| 6M | -47.4% | +0.9% | -48.4% | -48.2% |
| YTD | -60.5% | +11.3% | -71.8% | -67.4% |
| All | -65.8% | +15.7% | -81.6% | -73.6% |
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 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