+0.3%
XRT vs VSH
+64.7%
-64.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | -0.2% |
| 7D | +0.8% | +4.1% | -3.3% | -0.3% |
| 30D | -4.2% | -4.2% | 0.0% | -3.6% |
| 3M | +5.1% | -50.0% | +55.1% | +24.7% |
| 6M | +2.4% | +80.2% | -77.8% | -25.3% |
| YTD | +3.2% | +121.1% | -117.9% | -31.4% |
| 1Y | +1.5% | +112.0% | -110.5% | -32.1% |
| 3Y | +40.6% | +22.5% | +18.0% | +17.2% |
| All | +0.3% | +64.7% | -64.3% | -33.8% |
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