-55.7%
XGN vs VT
+144.6%
-200.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.6% |
| 7D | +2.6% | +0.4% | +2.1% | +1.9% |
| 30D | +14.0% | +1.0% | +13.0% | +12.4% |
| 3M | +58.2% | +2.4% | +55.9% | +54.8% |
| 6M | +111.1% | +12.0% | +99.1% | +82.9% |
| YTD | +24.7% | +15.3% | +9.3% | +3.6% |
| 1Y | -22.9% | +22.6% | -45.5% | -41.3% |
| 3Y | +197.3% | +74.7% | +122.6% | +36.8% |
| 5Y | -44.7% | +66.1% | -110.8% | -72.5% |
| All | -55.7% | +144.6% | -200.3% | -90.2% |
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