+2,826.7%
VRT vs XRT
+97.9%
+2,728.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +5.8% | +5.2% |
| 7D | +13.6% | -0.3% | +13.9% | +13.8% |
| 30D | +6.8% | -5.6% | +12.4% | +10.9% |
| 3M | -3.2% | +2.5% | -5.8% | -6.2% |
| 6M | +20.3% | +3.7% | +16.7% | +15.4% |
| YTD | +79.6% | +1.0% | +78.6% | +75.3% |
| 1Y | +139.0% | -1.2% | +140.2% | +136.3% |
| 3Y | +644.6% | +43.4% | +601.2% | +458.4% |
| 5Y | +1,024.4% | -0.7% | +1,025.1% | +967.0% |
| All | +2,826.7% | +97.9% | +2,728.8% | +1,247.5% |
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