-47.0%
XRN vs VT
+53.2%
-100.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.1% | -2.0% | -2.5% |
| 7D | -2.7% | -4.2% | +1.5% | +1.1% |
| 30D | -12.9% | -5.8% | -7.1% | -8.2% |
| 3M | -14.0% | -5.2% | -8.8% | -10.0% |
| 6M | -13.4% | +0.1% | -13.5% | -14.0% |
| YTD | -7.9% | +8.2% | -16.2% | -15.1% |
| 1Y | -0.2% | +10.1% | -10.3% | -9.5% |
| 3Y | -18.1% | +69.7% | -87.8% | -51.5% |
| 5Y | -47.0% | +53.4% | -100.3% | -65.9% |
| All | -47.0% | +53.2% | -100.1% | -65.9% |
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