+13.1%
VUG vs XRT
-2.7%
+15.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | +0.1% | -2.4% | +2.5% | +1.0% |
| 30D | -1.7% | -6.9% | +5.3% | +1.0% |
| 3M | +2.8% | -0.4% | +3.2% | +2.5% |
| 6M | +13.6% | +2.2% | +11.4% | +11.5% |
| YTD | +8.1% | -0.7% | +8.8% | +7.1% |
| 1Y | +13.1% | -2.0% | +15.1% | +11.2% |
| All | +13.1% | -2.7% | +15.7% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling