-92.1%
XRX vs VT
+223.7%
-315.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -7.5% |
| 7D | -17.5% | +0.4% | -17.8% | -18.2% |
| 30D | -62.2% | -2.6% | -59.6% | -60.5% |
| 3M | -67.6% | -3.2% | -64.4% | -66.0% |
| 6M | -62.0% | +0.9% | -62.9% | -62.2% |
| YTD | -54.5% | +11.3% | -65.8% | -60.2% |
| 1Y | -64.4% | +14.0% | -78.4% | -69.9% |
| 3Y | -90.5% | +75.8% | -166.3% | -95.4% |
| 5Y | -92.9% | +57.8% | -150.7% | -96.0% |
| 10Y | -92.1% | +219.8% | -311.9% | -98.5% |
| All | -92.1% | +223.7% | -315.8% | -98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling