+905.2%
VRT vs XRT
-1.0%
+906.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +3.5% |
| 7D | +9.1% | +0.8% | +8.3% | +8.4% |
| 30D | +0.9% | -4.2% | +5.1% | +4.5% |
| 3M | -13.4% | +5.1% | -18.5% | -18.5% |
| 6M | +11.7% | +2.4% | +9.3% | +7.2% |
| YTD | +73.2% | +3.2% | +70.0% | +64.4% |
| 1Y | +123.4% | +1.5% | +121.9% | +114.2% |
| 3Y | +606.2% | +40.6% | +565.6% | +379.2% |
| All | +905.2% | -1.0% | +906.3% | +770.7% |
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