+199.0%
XNCR vs VT
+263.9%
-64.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.7% |
| 7D | -7.3% | -0.1% | -7.1% | -7.1% |
| 30D | +15.6% | -0.7% | +16.2% | +16.5% |
| 3M | +109.8% | +4.0% | +105.8% | +98.1% |
| 6M | +110.1% | +12.3% | +97.8% | +79.1% |
| YTD | +62.9% | +14.0% | +48.9% | +36.5% |
| 1Y | +200.1% | +20.3% | +179.8% | +134.8% |
| 3Y | +17.4% | +75.4% | -58.1% | -42.5% |
| 5Y | -23.9% | +66.0% | -89.9% | -59.9% |
| 10Y | +21.3% | +228.2% | -206.9% | -75.0% |
| All | +199.0% | +263.9% | -64.8% | -45.2% |
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 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