+2,723.0%
VRT vs XRT
+102.3%
+2,620.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +3.6% |
| 7D | +9.1% | +0.8% | +8.3% | +8.5% |
| 30D | +0.9% | -4.2% | +5.1% | +3.8% |
| 3M | -13.4% | +5.1% | -18.5% | -17.4% |
| 6M | +11.7% | +2.4% | +9.3% | +8.3% |
| YTD | +73.2% | +3.2% | +70.0% | +66.6% |
| 1Y | +123.4% | +1.5% | +121.9% | +116.8% |
| 3Y | +606.2% | +40.6% | +565.6% | +437.7% |
| 5Y | +899.9% | -1.0% | +900.9% | +847.1% |
| All | +2,723.0% | +102.3% | +2,620.8% | +1,180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling