+67.8%
VTV vs XRT
+40.3%
+27.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | -0.7% | -2.4% | +1.7% | +0.3% |
| 30D | -0.5% | -6.9% | +6.5% | +2.2% |
| 3M | +5.3% | -0.4% | +5.7% | +5.2% |
| 6M | +12.9% | +2.2% | +10.6% | +11.3% |
| YTD | +18.5% | -0.7% | +19.2% | +18.2% |
| 1Y | +25.3% | -2.0% | +27.3% | +25.4% |
| All | +67.8% | +40.3% | +27.5% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling