+8.6%
VRT vs XRT
+15.5%
-6.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.8% | -3.1% |
| 7D | -17.7% | +4.1% | -21.8% | -17.2% |
| 30D | -20.0% | +9.9% | -29.9% | -20.2% |
| 3M | -28.1% | +2.3% | -30.3% | -27.3% |
| 6M | -42.8% | +9.6% | -52.4% | -44.0% |
| YTD | +20.0% | +9.1% | +10.8% | +15.5% |
| All | +8.6% | +15.5% | -6.9% | +3.6% |
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