+897.3%
VST vs XRT
+142.2%
+755.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.8% | -3.3% | -4.9% |
| 7D | -19.9% | +2.3% | -22.2% | -21.1% |
| 30D | -29.7% | +9.8% | -39.5% | -33.2% |
| 3M | -19.6% | -0.2% | -19.4% | -20.2% |
| 6M | -29.4% | +8.4% | -37.8% | -32.9% |
| YTD | -29.7% | +7.5% | -37.2% | -33.0% |
| 1Y | -40.0% | +13.2% | -53.2% | -44.4% |
| 3Y | +231.0% | +52.0% | +179.0% | +169.5% |
| 5Y | +500.1% | -3.2% | +503.2% | +478.1% |
| 10Y | +1,004.2% | +157.1% | +847.1% | +474.7% |
| All | +897.3% | +142.2% | +755.1% | +420.6% |
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 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