+76.0%
XNCR vs VT
+224.4%
-148.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | 0.0% |
| 7D | +14.1% | -0.7% | +14.8% | +15.2% |
| 30D | +59.6% | -1.7% | +61.4% | +63.9% |
| 3M | +80.9% | -2.3% | +83.2% | +86.8% |
| 6M | +212.5% | +1.5% | +211.0% | +206.0% |
| YTD | +161.1% | +12.0% | +149.0% | +125.0% |
| 1Y | +168.8% | +12.9% | +155.9% | +129.4% |
| 3Y | +134.3% | +74.9% | +59.3% | +17.3% |
| 5Y | +1.0% | +59.9% | -58.9% | -43.1% |
| 10Y | +76.0% | +224.6% | -148.6% | -66.2% |
| All | +76.0% | +224.4% | -148.3% | -66.2% |
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