-48.3%
XRN vs VT
+53.4%
-101.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.6% |
| 7D | -5.5% | -2.3% | -3.2% | -3.4% |
| 30D | -15.4% | -5.0% | -10.4% | -11.6% |
| 3M | -17.9% | -4.9% | -13.0% | -14.3% |
| 6M | -16.9% | -1.5% | -15.3% | -16.1% |
| YTD | -11.1% | +8.5% | -19.5% | -18.1% |
| 1Y | -5.2% | +11.4% | -16.6% | -15.0% |
| 3Y | -19.9% | +70.1% | -90.0% | -52.7% |
| All | -48.3% | +53.4% | -101.7% | -67.1% |
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