+160.2%
VXUS vs XRT
+367.5%
-207.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.9% |
| 7D | -1.8% | +0.9% | -2.6% | -2.2% |
| 30D | -4.6% | +7.9% | -12.5% | -8.0% |
| 3M | -6.1% | -0.2% | -5.9% | -6.3% |
| 6M | -4.9% | +5.6% | -10.5% | -7.8% |
| YTD | +8.1% | +5.7% | +2.4% | +4.7% |
| 1Y | +12.1% | +14.6% | -2.5% | +4.5% |
| 3Y | +63.9% | +50.7% | +13.2% | +31.8% |
| 5Y | +43.1% | -4.8% | +48.0% | +39.4% |
| 10Y | +139.2% | +152.6% | -13.4% | +20.0% |
| All | +160.2% | +367.5% | -207.2% | -21.3% |
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