+2,201.8%
VGT vs XRT
+539.9%
+1,661.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | +2.5% | +1.7% | +0.7% | +1.4% |
| 30D | -9.5% | +7.5% | -17.0% | -13.6% |
| 3M | -9.5% | +2.2% | -11.7% | -11.2% |
| 6M | -1.8% | +14.7% | -16.4% | -10.4% |
| YTD | +18.4% | +7.5% | +10.9% | +12.0% |
| 1Y | +18.7% | +14.1% | +4.6% | +8.2% |
| 3Y | +103.8% | +58.8% | +45.0% | +50.3% |
| 5Y | +104.4% | -3.9% | +108.3% | +99.1% |
| 10Y | +716.9% | +137.7% | +579.2% | +316.0% |
| All | +2,201.8% | +539.9% | +1,661.9% | +465.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling