+513.3%
XRT vs VMC
+345.6%
+167.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | +0.8% | -4.3% | +5.1% | +2.7% |
| 30D | -4.2% | -8.2% | +4.1% | -0.7% |
| 3M | +5.1% | -7.0% | +12.1% | +7.9% |
| 6M | +2.4% | -10.8% | +13.2% | +6.8% |
| YTD | +3.2% | -7.4% | +10.6% | +5.4% |
| 1Y | +1.5% | -9.5% | +11.0% | +4.6% |
| 3Y | +40.6% | +20.5% | +20.1% | +26.5% |
| 5Y | -1.0% | +51.6% | -52.6% | -19.3% |
| 10Y | +128.4% | +150.0% | -21.6% | +40.5% |
| All | +513.3% | +345.6% | +167.7% | +152.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling