+132.2%
XRT vs VSH
+124.9%
+7.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -0.4% |
| 7D | -0.4% | +26.2% | -26.6% | -7.7% |
| 30D | +7.5% | -12.5% | +20.0% | +9.9% |
| 3M | +2.3% | -16.9% | +19.3% | +5.0% |
| 6M | +12.8% | -17.0% | +29.8% | +7.2% |
| YTD | +7.1% | +93.8% | -86.8% | -29.5% |
| 1Y | +12.3% | +99.3% | -87.1% | -27.1% |
| 3Y | +57.0% | +35.0% | +22.0% | +12.7% |
| 5Y | -4.3% | +45.8% | -50.1% | -35.0% |
| All | +132.2% | +124.9% | +7.4% | +21.1% |
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