+213.7%
VT vs XRT
+149.4%
+64.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +1.0% |
| 7D | -2.3% | +0.9% | -3.2% | -2.8% |
| 30D | -5.0% | +7.9% | -12.9% | -8.3% |
| 3M | -4.9% | -0.2% | -4.7% | -5.1% |
| 6M | -1.5% | +5.6% | -7.1% | -4.4% |
| YTD | +8.5% | +5.7% | +2.8% | +5.1% |
| 1Y | +11.4% | +14.6% | -3.2% | +4.0% |
| 3Y | +70.1% | +50.7% | +19.4% | +38.4% |
| 5Y | +53.7% | -4.8% | +58.6% | +49.6% |
| All | +213.7% | +149.4% | +64.3% | +72.9% |
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