+357.2%
XNCR vs VT
+255.3%
+101.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -3.8% |
| 7D | +12.0% | +2.9% | +9.1% | +8.0% |
| 30D | +62.1% | -2.5% | +64.6% | +68.3% |
| 3M | +64.5% | -3.3% | +67.8% | +72.4% |
| 6M | +206.5% | +1.5% | +205.0% | +200.0% |
| YTD | +149.1% | +11.4% | +137.7% | +116.0% |
| 1Y | +165.0% | +11.9% | +153.1% | +128.4% |
| 3Y | +123.5% | +73.9% | +49.6% | +11.3% |
| 5Y | -1.4% | +57.9% | -59.3% | -44.2% |
| 10Y | +67.9% | +222.6% | -154.7% | -64.6% |
| All | +357.2% | +255.3% | +101.8% | -13.3% |
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