-41.9%
XGN vs VT
+57.4%
-99.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.2% | +2.6% | +19.6% | +18.6% |
| 7D | -15.4% | +0.4% | -15.7% | -15.1% |
| 30D | -15.7% | -2.6% | -13.1% | -11.7% |
| 3M | +3.3% | -3.2% | +6.6% | +9.3% |
| 6M | +140.7% | +0.9% | +139.7% | +144.4% |
| YTD | +16.8% | +11.3% | +5.5% | +5.8% |
| 1Y | -25.7% | +14.0% | -39.7% | -34.5% |
| 3Y | +373.3% | +75.8% | +297.5% | +163.1% |
| 5Y | -41.9% | +57.8% | -99.7% | -63.5% |
| All | -41.9% | +57.4% | -99.3% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling