+2,407.8%
VGT vs XRT
+514.3%
+1,893.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.3% |
| 7D | +1.0% | +0.8% | +0.2% | +0.5% |
| 30D | +1.3% | -4.2% | +5.5% | +3.7% |
| 3M | -1.1% | +5.1% | -6.2% | -4.5% |
| 6M | +32.6% | +2.4% | +30.2% | +29.9% |
| YTD | +29.0% | +3.2% | +25.8% | +25.6% |
| 1Y | +39.7% | +1.5% | +38.2% | +36.9% |
| 3Y | +120.9% | +40.6% | +80.4% | +75.8% |
| 5Y | +133.6% | -1.0% | +134.5% | +124.0% |
| 10Y | +792.6% | +128.4% | +664.1% | +367.1% |
| All | +2,407.8% | +514.3% | +1,893.5% | +534.1% |
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