-0.7%
XRT vs VMC
+52.4%
-53.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -1.3% |
| 7D | -0.3% | -0.5% | +0.3% | 0.0% |
| 30D | -5.6% | -9.1% | +3.5% | -0.7% |
| 3M | +2.5% | -4.1% | +6.7% | +4.3% |
| 6M | +3.7% | -5.5% | +9.2% | +5.8% |
| YTD | +1.0% | -8.9% | +9.9% | +4.1% |
| 1Y | -1.2% | -12.9% | +11.7% | +4.4% |
| 3Y | +43.4% | +22.1% | +21.2% | +18.7% |
| 5Y | -0.7% | +52.7% | -53.5% | -30.6% |
| All | -0.7% | +52.4% | -53.1% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 5y: compounded portfolio wealth divided by compounded VMC 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…
5y analysis · Full analysis span regression · 6 months rolling