-100.0%
XTIA vs VT
+370.2%
-470.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.7% | -10.2% | -10.5% |
| 7D | -10.2% | -0.3% | -9.9% | -10.0% |
| 30D | +32.7% | -1.4% | +34.1% | +34.7% |
| 3M | -36.8% | -1.4% | -35.4% | -35.6% |
| 6M | -48.5% | +5.5% | -53.9% | -51.5% |
| YTD | -21.0% | +12.8% | -33.9% | -31.7% |
| 1Y | -33.4% | +15.4% | -48.8% | -43.6% |
| 3Y | -100.0% | +76.9% | -176.8% | -100.0% |
| 5Y | -100.0% | +60.4% | -160.4% | -100.0% |
| 10Y | -100.0% | +232.8% | -332.8% | -100.0% |
| All | -100.0% | +370.2% | -470.2% | -100.0% |
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 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