+57.3%
VUG vs XRT
-5.3%
+62.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.9% |
| 7D | -3.4% | +0.9% | -4.3% | -4.0% |
| 30D | -11.1% | +7.9% | -19.0% | -15.1% |
| 3M | -7.2% | -0.2% | -7.1% | -7.6% |
| 6M | -4.1% | +5.6% | -9.7% | -7.8% |
| YTD | +1.4% | +5.7% | -4.3% | -2.8% |
| 1Y | +1.9% | +14.6% | -12.7% | -7.0% |
| 3Y | +77.7% | +50.7% | +27.1% | +33.8% |
| All | +57.3% | -5.3% | +62.7% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling