+1,153.8%
VUG vs XRT
+514.3%
+639.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | -0.1% | +0.8% | -0.9% | -0.6% |
| 30D | -0.3% | -4.2% | +3.9% | +2.0% |
| 3M | -0.7% | +5.1% | -5.8% | -3.7% |
| 6M | +14.6% | +2.4% | +12.2% | +12.5% |
| YTD | +9.0% | +3.2% | +5.8% | +6.4% |
| 1Y | +14.9% | +1.5% | +13.3% | +12.8% |
| 3Y | +86.0% | +40.6% | +45.5% | +49.3% |
| 5Y | +76.7% | -1.0% | +77.7% | +69.3% |
| 10Y | +411.3% | +128.4% | +282.9% | +173.9% |
| All | +1,153.8% | +514.3% | +639.5% | +235.2% |
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 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