-51.4%
VG vs XRT
+13.4%
-64.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.1% |
| 7D | -22.0% | +0.9% | -22.9% | -22.0% |
| 30D | -11.6% | +7.9% | -19.6% | -12.4% |
| 3M | -14.9% | -0.2% | -14.7% | -14.6% |
| 6M | -3.5% | +5.6% | -9.1% | -5.2% |
| YTD | +70.0% | +5.7% | +64.3% | +65.7% |
| 1Y | +50.0% | +14.6% | +35.4% | +35.7% |
| All | -51.4% | +13.4% | -64.8% | -61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling