+466.2%
XRT vs VEU
+174.3%
+291.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -1.0% | -1.1% |
| 7D | -0.4% | +2.4% | -2.8% | -2.3% |
| 30D | +7.5% | -2.0% | +9.5% | +9.3% |
| 3M | +2.3% | -5.1% | +7.5% | +6.8% |
| 6M | +12.8% | -0.7% | +13.5% | +12.8% |
| YTD | +7.1% | +11.0% | -3.9% | -2.8% |
| 1Y | +12.3% | +12.4% | -0.1% | +0.9% |
| 3Y | +57.0% | +69.8% | -12.8% | +0.6% |
| 5Y | -4.3% | +48.2% | -52.5% | -30.7% |
| 10Y | +136.7% | +148.1% | -11.4% | +15.8% |
| All | +466.2% | +174.3% | +291.8% | +151.7% |
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