+50.0%
VG vs XRT
+11.9%
+38.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | -1.8% |
| 7D | -22.0% | +0.9% | -22.9% | -20.5% |
| 30D | -11.6% | +7.9% | -19.6% | -3.0% |
| 3M | -14.9% | -0.2% | -14.7% | -13.6% |
| 6M | -3.5% | +5.6% | -9.1% | +6.3% |
| YTD | +70.0% | +5.7% | +64.3% | +97.8% |
| 1Y | +50.0% | +14.6% | +35.4% | +67.4% |
| All | +50.0% | +11.9% | +38.1% | +67.4% |
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