-96.9%
XTNT vs VT
+215.5%
-312.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.6% | -3.4% |
| 7D | +3.6% | -2.3% | +5.9% | +4.3% |
| 30D | -9.4% | -5.0% | -4.4% | -7.9% |
| 3M | -34.1% | -4.9% | -29.2% | -33.0% |
| 6M | -50.0% | -1.5% | -48.5% | -49.7% |
| YTD | -62.8% | +8.5% | -71.3% | -63.8% |
| 1Y | -63.3% | +11.4% | -74.7% | -64.6% |
| 3Y | -75.4% | +70.1% | -145.5% | -78.5% |
| 5Y | -74.6% | +53.7% | -128.3% | -77.4% |
| All | -96.9% | +215.5% | -312.4% | -98.6% |
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 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