+124.8%
XRT vs VO
+193.0%
-68.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -0.7% |
| 7D | -2.4% | -0.6% | -1.8% | -1.8% |
| 30D | -6.9% | -1.9% | -5.0% | -5.0% |
| 3M | -0.4% | +3.3% | -3.7% | -3.9% |
| 6M | +2.2% | +9.7% | -7.5% | -7.7% |
| YTD | -0.7% | +12.6% | -13.3% | -12.9% |
| 1Y | -2.0% | +13.6% | -15.6% | -14.8% |
| 3Y | +41.0% | +56.8% | -15.8% | -13.2% |
| 5Y | -3.3% | +42.3% | -45.6% | -32.9% |
| 10Y | +124.8% | +199.2% | -74.3% | -29.4% |
| All | +124.8% | +193.0% | -68.1% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling