-99.9%
XTNT vs VT
+493.8%
-593.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | -13.6% | +1.0% | -14.6% | -14.1% |
| 3M | -17.4% | +2.4% | -19.8% | -18.4% |
| 6M | -39.7% | +12.0% | -51.7% | -43.2% |
| YTD | -51.3% | +15.3% | -66.6% | -54.9% |
| 1Y | -37.7% | +22.6% | -60.3% | -44.1% |
| 3Y | -71.2% | +74.7% | -145.9% | -78.1% |
| 5Y | -69.4% | +66.1% | -135.5% | -76.3% |
| 10Y | -97.6% | +225.0% | -322.6% | -98.8% |
| All | -99.9% | +493.8% | -593.7% | -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