+343.3%
XTN vs VT
+335.0%
+8.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | +0.9% |
| 7D | +1.0% | -4.2% | +5.2% | +5.8% |
| 30D | 0.0% | -5.8% | +5.8% | +6.8% |
| 3M | -11.0% | -5.2% | -5.7% | -5.6% |
| 6M | -0.6% | +0.1% | -0.7% | -0.9% |
| YTD | +10.3% | +8.2% | +2.0% | +1.0% |
| 1Y | +18.0% | +10.1% | +7.9% | +6.1% |
| 3Y | +44.9% | +69.7% | -24.8% | -17.7% |
| 5Y | +6.6% | +53.4% | -46.8% | -31.7% |
| 10Y | +131.0% | +219.2% | -88.2% | -27.7% |
| All | +343.3% | +335.0% | +8.3% | +4.6% |
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