+13.8%
VRT vs XRT
+18.0%
-4.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +5.5% | -18.4% | -12.4% |
| 7D | -15.4% | +8.0% | -23.4% | -15.1% |
| 30D | -19.0% | +13.0% | -32.0% | -19.6% |
| 3M | -23.8% | +1.7% | -25.5% | -22.5% |
| 6M | -37.9% | +12.6% | -50.4% | -39.8% |
| YTD | +27.0% | +10.7% | +16.3% | +21.9% |
| 1Y | +13.8% | +18.4% | -4.6% | +6.2% |
| All | +13.8% | +18.0% | -4.2% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling