+789.2%
VGT vs XRT
+125.1%
+664.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -1.0% | -3.6% | +2.5% | +0.9% |
| 30D | -0.4% | -6.7% | +6.2% | +3.2% |
| 3M | +6.6% | -1.4% | +8.0% | +6.9% |
| 6M | +31.0% | +1.7% | +29.3% | +29.0% |
| YTD | +27.2% | -1.5% | +28.7% | +27.3% |
| 1Y | +34.5% | -2.5% | +36.9% | +34.9% |
| 3Y | +123.1% | +39.9% | +83.2% | +81.1% |
| 5Y | +135.1% | -2.6% | +137.7% | +126.6% |
| All | +789.2% | +125.1% | +664.2% | +384.8% |
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 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