+1,098.3%
VUG vs XRT
+552.1%
+546.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.7% | -0.9% | +0.7% |
| 7D | +0.5% | +2.5% | -2.0% | -0.9% |
| 30D | -8.2% | +10.3% | -18.5% | -13.4% |
| 3M | -5.4% | +2.4% | -7.8% | -7.1% |
| 6M | -2.5% | +10.0% | -12.5% | -8.4% |
| YTD | +4.2% | +9.5% | -5.3% | -2.0% |
| 1Y | +5.0% | +17.2% | -12.1% | -5.0% |
| 3Y | +81.7% | +62.0% | +19.8% | +34.4% |
| 5Y | +62.5% | -2.1% | +64.6% | +56.5% |
| 10Y | +396.3% | +152.6% | +243.8% | +150.0% |
| All | +1,098.3% | +552.1% | +546.2% | +208.7% |
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