+158.3%
VEA vs XRT
+485.4%
-327.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +2.3% | +1.7% | +0.5% | +1.4% |
| 30D | +0.2% | +7.5% | -7.3% | -3.7% |
| 3M | -5.3% | +2.2% | -7.5% | -6.7% |
| 6M | -0.9% | +14.7% | -15.6% | -8.3% |
| YTD | +12.2% | +7.5% | +4.7% | +7.3% |
| 1Y | +16.1% | +14.1% | +2.0% | +7.4% |
| 3Y | +73.0% | +58.8% | +14.2% | +31.4% |
| 5Y | +53.7% | -3.9% | +57.6% | +47.7% |
| 10Y | +159.3% | +137.7% | +21.6% | +31.3% |
| All | +158.3% | +485.4% | -327.1% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling