-23.6%
XNET vs VT
+226.2%
-249.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -11.5% | -1.6% | -9.9% | -9.4% |
| 30D | -27.5% | -2.5% | -25.0% | -24.7% |
| 3M | -36.6% | -1.3% | -35.3% | -35.4% |
| 6M | -44.7% | +3.1% | -47.8% | -46.9% |
| YTD | -51.8% | +10.9% | -62.8% | -58.4% |
| 1Y | -60.8% | +12.1% | -72.9% | -66.5% |
| 3Y | +127.7% | +73.9% | +53.8% | +4.6% |
| 5Y | +13.8% | +58.0% | -44.1% | -37.9% |
| All | -23.6% | +226.2% | -249.8% | -84.0% |
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 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