+361.8%
VRT vs XRT
+49.6%
+312.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.5% |
| 7D | -21.4% | +0.9% | -22.2% | -22.1% |
| 30D | -25.8% | +7.9% | -33.8% | -30.1% |
| 3M | -33.5% | -0.2% | -33.4% | -34.1% |
| 6M | -49.0% | +5.6% | -54.6% | -52.1% |
| YTD | +12.9% | +5.7% | +7.3% | +5.7% |
| 1Y | 0.0% | +14.6% | -14.6% | -12.5% |
| 3Y | +361.8% | +50.7% | +311.1% | +240.0% |
| All | +361.8% | +49.6% | +312.2% | +240.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling