-50.7%
XRN vs VT
+57.4%
-108.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.6% | -7.9% | -7.6% |
| 7D | -11.4% | +0.4% | -11.8% | -11.7% |
| 30D | -18.7% | -2.6% | -16.1% | -16.9% |
| 3M | -23.6% | -3.2% | -20.4% | -21.5% |
| 6M | -17.6% | +0.9% | -18.5% | -18.9% |
| YTD | -15.8% | +11.3% | -27.1% | -24.3% |
| 1Y | -10.3% | +14.0% | -24.3% | -21.2% |
| 3Y | -23.2% | +75.8% | -99.0% | -56.0% |
| 5Y | -50.7% | +57.8% | -108.5% | -69.4% |
| All | -50.7% | +57.4% | -108.1% | -69.4% |
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