+58.8%
XRT vs VFC
+50.0%
+8.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.4% |
| 7D | +1.7% | +1.6% | +0.1% | +1.3% |
| 30D | +7.5% | +25.5% | -18.0% | +1.6% |
| 3M | +2.2% | +41.3% | -39.1% | -6.3% |
| 6M | +14.7% | +22.2% | -7.6% | +8.0% |
| YTD | +7.5% | +16.4% | -8.9% | +2.0% |
| 1Y | +14.1% | +38.4% | -24.3% | +3.6% |
| 3Y | +58.8% | +56.2% | +2.6% | +26.7% |
| All | +58.8% | +50.0% | +8.8% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 3y: compounded portfolio wealth divided by compounded VFC 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…
3y analysis · Full analysis span regression · 6 months rolling