+608.4%
VST vs XRT
-4.8%
+613.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | +6.6% | +1.7% | +4.8% | +5.8% |
| 30D | -12.4% | +7.5% | -19.9% | -15.9% |
| 3M | -9.0% | +2.2% | -11.2% | -10.6% |
| 6M | -6.4% | +14.7% | -21.1% | -13.5% |
| YTD | -17.2% | +7.5% | -24.7% | -21.2% |
| 1Y | -22.0% | +14.1% | -36.1% | -28.1% |
| 3Y | +296.7% | +58.8% | +237.9% | +220.6% |
| All | +608.4% | -4.8% | +613.2% | +540.6% |
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