+1,121.2%
VST vs XRT
+146.0%
+975.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.9% |
| 7D | -6.0% | +4.1% | -10.1% | -8.1% |
| 30D | -18.8% | +9.9% | -28.7% | -22.8% |
| 3M | -8.0% | +2.3% | -10.3% | -9.8% |
| 6M | -10.9% | +9.6% | -20.5% | -15.8% |
| YTD | -18.3% | +9.1% | -27.5% | -22.7% |
| 1Y | -29.9% | +16.2% | -46.2% | -35.8% |
| 3Y | +290.3% | +60.1% | +230.2% | +210.8% |
| 5Y | +635.3% | -0.5% | +635.8% | +599.7% |
| All | +1,121.2% | +146.0% | +975.1% | +542.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling