-99.7%
XCUR vs VT
+150.6%
-250.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.1% | +2.0% |
| 7D | +10.9% | -0.1% | +11.0% | +10.9% |
| 30D | +4.4% | -0.7% | +5.1% | +4.9% |
| 3M | -49.8% | +4.0% | -53.8% | -51.8% |
| 6M | -65.0% | +12.3% | -77.3% | -68.8% |
| YTD | -73.6% | +14.0% | -87.6% | -76.9% |
| 1Y | -65.5% | +20.3% | -85.8% | -71.4% |
| 3Y | -64.6% | +75.4% | -140.0% | -80.6% |
| 5Y | -99.3% | +66.0% | -165.3% | -99.6% |
| All | -99.7% | +150.6% | -250.3% | -99.9% |
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