+252.1%
VWO vs XRT
+501.1%
-249.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +0.9% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | +1.3% | -5.6% | +6.9% | +4.6% |
| 3M | +5.1% | +2.5% | +2.5% | +3.1% |
| 6M | +12.5% | +3.7% | +8.9% | +9.6% |
| YTD | +14.0% | +1.0% | +13.1% | +12.6% |
| 1Y | +19.7% | -1.2% | +20.9% | +19.2% |
| 3Y | +66.8% | +43.4% | +23.4% | +28.4% |
| 5Y | +36.2% | -0.7% | +36.9% | +25.0% |
| 10Y | +111.0% | +123.7% | -12.7% | -5.3% |
| All | +252.1% | +501.1% | -249.0% | -36.4% |
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