+548.2%
XRT vs VIG
+674.4%
-126.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -1.0% |
| 7D | -1.4% | -0.3% | -1.1% | -1.1% |
| 30D | +9.8% | +4.9% | +4.9% | +3.8% |
| 3M | +3.3% | +2.9% | +0.3% | -0.1% |
| 6M | +13.6% | +11.2% | +2.4% | +0.2% |
| YTD | +9.1% | +16.0% | -6.9% | -8.3% |
| 1Y | +15.1% | +17.0% | -1.9% | -4.2% |
| 3Y | +59.9% | +66.9% | -6.9% | -12.0% |
| 5Y | -1.7% | +65.8% | -67.6% | -44.4% |
| 10Y | +141.1% | +263.6% | -122.5% | -46.5% |
| All | +548.2% | +674.4% | -126.3% | -40.4% |
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