-93.7%
XRX vs VT
+57.0%
-150.7%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.8% | -6.6% |
| 7D | -14.8% | +2.4% | -17.2% | -18.1% |
| 30D | -65.9% | -1.5% | -64.4% | -65.0% |
| 3M | -70.5% | -4.1% | -66.4% | -68.4% |
| 6M | -63.2% | +0.6% | -63.8% | -63.2% |
| YTD | -59.8% | +11.0% | -70.8% | -64.9% |
| 1Y | -66.1% | +13.3% | -79.4% | -71.3% |
| 3Y | -91.7% | +73.4% | -165.1% | -95.9% |
| All | -93.7% | +57.0% | -150.7% | -96.4% |
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