+124.8%
XRT vs VSH
+172.7%
-47.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | -2.4% | +3.5% | -5.9% | -3.5% |
| 30D | -6.9% | -4.4% | -2.6% | -6.0% |
| 3M | -0.4% | -45.8% | +45.4% | +18.0% |
| 6M | +2.2% | +90.1% | -87.9% | -28.4% |
| YTD | -0.7% | +120.3% | -121.0% | -35.3% |
| 1Y | -2.0% | +112.2% | -114.2% | -35.9% |
| 3Y | +41.0% | +36.6% | +4.4% | +5.4% |
| 5Y | -3.3% | +67.0% | -70.3% | -35.4% |
| 10Y | +124.8% | +179.5% | -54.6% | +9.3% |
| All | +124.8% | +172.7% | -47.9% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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