+377.4%
VT vs XRT
+647.8%
-270.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.6% |
| 7D | +0.4% | +0.8% | -0.4% | 0.0% |
| 30D | +1.0% | -4.2% | +5.2% | +3.3% |
| 3M | +2.4% | +5.1% | -2.7% | -0.8% |
| 6M | +12.0% | +2.4% | +9.6% | +10.0% |
| YTD | +15.3% | +3.2% | +12.1% | +12.6% |
| 1Y | +22.6% | +1.5% | +21.1% | +20.4% |
| 3Y | +74.7% | +40.6% | +34.1% | +39.6% |
| 5Y | +66.1% | -1.0% | +67.1% | +56.8% |
| 10Y | +225.0% | +128.4% | +96.6% | +61.7% |
| All | +377.4% | +647.8% | -270.4% | -8.2% |
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