+121.7%
XRT vs VEU
+155.6%
-33.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -0.9% |
| 7D | -2.4% | +0.3% | -2.7% | -2.7% |
| 30D | -6.9% | +0.7% | -7.6% | -7.6% |
| 3M | -0.4% | +4.7% | -5.1% | -5.3% |
| 6M | +2.2% | +11.6% | -9.4% | -9.5% |
| YTD | -0.7% | +16.8% | -17.5% | -16.3% |
| 1Y | -2.0% | +24.9% | -26.9% | -22.9% |
| 3Y | +41.0% | +75.7% | -34.7% | -22.4% |
| 5Y | -3.3% | +56.1% | -59.4% | -39.6% |
| All | +121.7% | +155.6% | -33.9% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 10y: compounded portfolio wealth divided by compounded VEU 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…
10y analysis · Full analysis span regression · 6 months rolling