+135.2%
VGT vs XRT
-2.4%
+137.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.8% |
| 7D | +1.5% | -2.4% | +3.9% | +2.9% |
| 30D | +0.5% | -6.9% | +7.5% | +4.7% |
| 3M | +5.3% | -0.4% | +5.7% | +4.9% |
| 6M | +32.4% | +2.2% | +30.2% | +29.6% |
| YTD | +28.6% | -0.7% | +29.3% | +27.9% |
| 1Y | +37.6% | -2.0% | +39.6% | +37.6% |
| 3Y | +125.5% | +41.0% | +84.5% | +76.5% |
| 5Y | +135.2% | -3.3% | +138.5% | +120.7% |
| All | +135.2% | -2.4% | +137.6% | +120.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling