+16.1%
VEA vs XRT
+12.7%
+3.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +2.3% | +1.7% | +0.5% | +1.6% |
| 30D | +0.2% | +7.5% | -7.3% | -2.7% |
| 3M | -5.3% | +2.2% | -7.5% | -6.2% |
| 6M | -0.9% | +14.7% | -15.6% | -7.9% |
| YTD | +12.2% | +7.5% | +4.7% | +6.6% |
| 1Y | +16.1% | +14.1% | +2.0% | +7.6% |
| All | +16.1% | +12.7% | +3.4% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling