+469.0%
XENE vs VT
+242.9%
+226.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.4% | +0.4% | -0.8% | -0.8% |
| 30D | -7.1% | +1.0% | -8.1% | -7.9% |
| 3M | +12.8% | +2.4% | +10.4% | +10.1% |
| 6M | +38.8% | +12.0% | +26.8% | +25.2% |
| YTD | +33.3% | +15.3% | +18.0% | +16.9% |
| 1Y | +54.6% | +22.6% | +32.0% | +28.6% |
| 3Y | +50.4% | +74.7% | -24.3% | -7.8% |
| 5Y | +228.3% | +66.1% | +162.2% | +111.0% |
| 10Y | +646.9% | +225.0% | +421.9% | +193.4% |
| All | +469.0% | +242.9% | +226.2% | +104.0% |
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