+1,917.9%
VRT vs XRT
+114.7%
+1,803.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.7% | +6.0% | +7.1% |
| 7D | -10.6% | +2.5% | -13.1% | -12.5% |
| 30D | -17.4% | +10.3% | -27.8% | -23.8% |
| 3M | -26.4% | +2.4% | -28.8% | -28.5% |
| 6M | -41.0% | +10.0% | -51.0% | -46.3% |
| YTD | +23.8% | +9.5% | +14.3% | +13.0% |
| 1Y | +11.6% | +17.2% | -5.5% | -3.3% |
| 3Y | +403.5% | +62.0% | +341.5% | +242.6% |
| 5Y | +647.0% | -2.1% | +649.1% | +596.9% |
| All | +1,917.9% | +114.7% | +1,803.2% | +768.3% |
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 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