-51.4%
VG vs XRT
+15.4%
-66.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -3.9% |
| 7D | -22.0% | +2.3% | -24.3% | -22.0% |
| 30D | -14.7% | +9.8% | -24.5% | -15.5% |
| 3M | -7.1% | -0.2% | -6.9% | -6.5% |
| 6M | -11.2% | +8.4% | -19.5% | -13.2% |
| YTD | +69.8% | +7.5% | +62.3% | +65.5% |
| 1Y | +49.9% | +13.2% | +36.7% | +39.1% |
| All | -51.4% | +15.4% | -66.8% | -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