+637.6%
XNTK vs VT
+223.7%
+413.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.6% | +1.5% |
| 7D | -0.4% | +0.4% | -0.8% | -0.7% |
| 30D | -16.5% | -2.6% | -13.9% | -13.0% |
| 3M | -11.1% | -3.2% | -7.9% | -6.4% |
| 6M | -5.4% | +0.9% | -6.4% | -5.1% |
| YTD | +16.0% | +11.3% | +4.7% | +2.2% |
| 1Y | +15.7% | +14.0% | +1.7% | -1.2% |
| 3Y | +127.7% | +75.8% | +51.8% | +11.8% |
| 5Y | +89.1% | +57.8% | +31.3% | +9.7% |
| 10Y | +637.6% | +219.8% | +417.8% | +86.8% |
| All | +637.6% | +223.7% | +413.9% | +86.8% |
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