+173.7%
VEA vs XRT
+461.9%
-288.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.1% |
| 7D | +1.0% | +0.8% | +0.2% | +0.5% |
| 30D | +1.9% | -4.2% | +6.1% | +4.1% |
| 3M | +3.2% | +5.1% | -1.9% | +0.3% |
| 6M | +10.2% | +2.4% | +7.8% | +8.5% |
| YTD | +18.9% | +3.2% | +15.7% | +16.4% |
| 1Y | +29.3% | +1.5% | +27.8% | +27.3% |
| 3Y | +76.8% | +40.6% | +36.2% | +43.4% |
| 5Y | +61.2% | -1.0% | +62.2% | +51.9% |
| 10Y | +163.3% | +128.4% | +34.9% | +36.2% |
| All | +173.7% | +461.9% | -288.2% | -30.9% |
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