+145.6%
XTN vs VT
+224.5%
-78.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.0% | +0.4% | -1.4% | -1.5% |
| 30D | -6.4% | +1.0% | -7.4% | -7.4% |
| 3M | -5.9% | +2.4% | -8.2% | -8.6% |
| 6M | +4.6% | +12.0% | -7.4% | -8.7% |
| YTD | +15.9% | +15.3% | +0.6% | -2.3% |
| 1Y | +24.7% | +22.6% | +2.1% | -2.2% |
| 3Y | +33.9% | +74.7% | -40.8% | -30.1% |
| 5Y | +27.1% | +66.1% | -39.1% | -29.0% |
| All | +145.6% | +224.5% | -78.9% | -34.4% |
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