-70.6%
XGN vs VT
+137.7%
-208.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -6.0% |
| 7D | -40.8% | -0.7% | -40.1% | -39.6% |
| 30D | -39.0% | -1.7% | -37.2% | -36.5% |
| 3M | -25.6% | -2.3% | -23.3% | -21.9% |
| 6M | +26.5% | +1.5% | +25.0% | +27.5% |
| YTD | -17.2% | +12.0% | -29.2% | -27.2% |
| 1Y | -45.4% | +12.9% | -58.3% | -52.4% |
| 3Y | +247.2% | +74.9% | +172.3% | +62.4% |
| 5Y | -64.1% | +59.9% | -124.0% | -80.8% |
| All | -70.6% | +137.7% | -208.2% | -93.1% |
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