-46.6%
VG vs XRT
+17.1%
-63.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +5.5% | -1.4% | +6.9% | +5.5% |
| 30D | -3.6% | +9.8% | -13.3% | -4.3% |
| 3M | -4.0% | +3.3% | -7.3% | -3.8% |
| 6M | +9.4% | +13.6% | -4.2% | +5.4% |
| YTD | +86.6% | +9.1% | +77.6% | +81.7% |
| 1Y | +69.5% | +15.1% | +54.4% | +57.1% |
| All | -46.6% | +17.1% | -63.6% | -58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling