+654.4%
VRT vs XRT
-4.8%
+659.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -4.0% |
| 7D | +10.5% | +1.7% | +8.8% | +9.0% |
| 30D | -9.3% | +7.5% | -16.8% | -16.2% |
| 3M | -29.6% | +2.2% | -31.8% | -32.1% |
| 6M | -45.4% | +14.7% | -60.0% | -53.5% |
| YTD | +24.8% | +7.5% | +17.3% | +12.4% |
| 1Y | +23.6% | +14.1% | +9.5% | +4.8% |
| 3Y | +379.7% | +58.8% | +320.9% | +181.1% |
| All | +654.4% | -4.8% | +659.2% | +568.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling