+445.8%
XRT vs VEU
+192.1%
+253.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.6% |
| 7D | +0.8% | +1.1% | -0.3% | -0.1% |
| 30D | -4.2% | +2.2% | -6.4% | -5.9% |
| 3M | +5.1% | +3.0% | +2.1% | +2.1% |
| 6M | +2.4% | +10.9% | -8.4% | -6.6% |
| YTD | +3.2% | +18.2% | -15.0% | -10.9% |
| 1Y | +1.5% | +28.3% | -26.8% | -18.1% |
| 3Y | +40.6% | +74.6% | -34.1% | -11.9% |
| 5Y | -1.0% | +56.4% | -57.4% | -31.4% |
| 10Y | +128.4% | +153.0% | -24.6% | +9.6% |
| All | +445.8% | +192.1% | +253.7% | +130.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling