-4.7%
XRT vs VSH
+24.4%
-29.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.7% | -7.4% | -3.1% |
| 7D | +0.9% | -12.9% | +13.8% | +3.7% |
| 30D | +7.9% | -36.9% | +44.8% | +19.2% |
| 3M | -0.2% | -28.8% | +28.6% | +5.8% |
| 6M | +5.6% | -30.3% | +35.9% | +4.5% |
| YTD | +5.7% | +62.4% | -56.7% | -25.6% |
| 1Y | +14.6% | +62.5% | -47.9% | -19.7% |
| 3Y | +50.7% | +7.4% | +43.3% | +20.8% |
| All | -4.7% | +24.4% | -29.1% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling