+513.3%
XRT vs VIG
+641.3%
-128.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.5% |
| 7D | +0.8% | -0.4% | +1.2% | +1.3% |
| 30D | -4.2% | -1.0% | -3.2% | -3.0% |
| 3M | +5.1% | +2.8% | +2.3% | +1.7% |
| 6M | +2.4% | +8.2% | -5.8% | -6.7% |
| YTD | +3.2% | +11.0% | -7.8% | -8.7% |
| 1Y | +1.5% | +16.1% | -14.6% | -14.8% |
| 3Y | +40.6% | +56.2% | -15.6% | -16.4% |
| 5Y | -1.0% | +63.0% | -64.0% | -42.8% |
| 10Y | +128.4% | +241.4% | -113.0% | -45.4% |
| All | +513.3% | +641.3% | -128.0% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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