-24.5%
XNCR vs VT
+66.2%
-90.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.2% |
| 7D | -9.2% | +1.0% | -10.3% | -10.4% |
| 30D | +21.7% | -0.2% | +22.0% | +21.9% |
| 3M | +122.0% | +4.5% | +117.5% | +108.4% |
| 6M | +123.8% | +14.1% | +109.7% | +87.5% |
| YTD | +65.4% | +14.8% | +50.7% | +38.0% |
| 1Y | +201.2% | +21.2% | +180.0% | +134.6% |
| 3Y | +19.2% | +76.6% | -57.4% | -39.0% |
| 5Y | -24.5% | +66.6% | -91.1% | -57.8% |
| All | -24.5% | +66.2% | -90.7% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling