+367.1%
VT vs XRT
+701.9%
-334.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | -1.4% |
| 7D | -0.3% | +8.0% | -8.4% | -4.6% |
| 30D | -1.4% | +13.0% | -14.5% | -8.2% |
| 3M | -1.4% | +1.7% | -3.1% | -2.7% |
| 6M | +5.5% | +12.6% | -7.1% | -2.1% |
| YTD | +12.8% | +10.7% | +2.2% | +5.6% |
| 1Y | +15.4% | +18.4% | -3.0% | +3.8% |
| 3Y | +76.9% | +56.4% | +20.4% | +32.9% |
| 5Y | +60.4% | +0.7% | +59.7% | +50.3% |
| 10Y | +232.8% | +164.6% | +68.2% | +50.5% |
| All | +367.1% | +701.9% | -334.8% | -13.9% |
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 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