+765.6%
VTI vs XRT
+539.9%
+225.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +2.5% | +1.7% | +0.8% | +1.5% |
| 30D | -1.5% | +7.5% | -9.0% | -5.7% |
| 3M | -3.2% | +2.2% | -5.4% | -4.8% |
| 6M | +2.3% | +14.7% | -12.4% | -6.0% |
| YTD | +11.6% | +7.5% | +4.1% | +6.1% |
| 1Y | +13.8% | +14.1% | -0.3% | +4.3% |
| 3Y | +77.4% | +58.8% | +18.6% | +32.2% |
| 5Y | +64.6% | -3.9% | +68.5% | +59.0% |
| 10Y | +290.6% | +137.7% | +152.9% | +97.2% |
| All | +765.6% | +539.9% | +225.7% | +109.3% |
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