+262.4%
VST vs XRT
+49.6%
+212.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.7% | +12.3% | +11.5% |
| 7D | -9.8% | +0.9% | -10.7% | -10.9% |
| 30D | -25.1% | +7.9% | -33.1% | -29.4% |
| 3M | -11.6% | -0.2% | -11.4% | -12.5% |
| 6M | -20.9% | +5.6% | -26.5% | -25.3% |
| YTD | -22.3% | +5.7% | -28.0% | -26.9% |
| 1Y | -32.0% | +14.6% | -46.6% | -40.0% |
| 3Y | +262.4% | +50.7% | +211.7% | +183.3% |
| All | +262.4% | +49.6% | +212.8% | +183.3% |
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