+513.3%
XRT vs VSH
+232.3%
+281.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | -0.5% |
| 7D | +0.8% | +4.1% | -3.3% | -0.6% |
| 30D | -4.2% | -4.2% | 0.0% | -3.5% |
| 3M | +5.1% | -50.0% | +55.1% | +27.2% |
| 6M | +2.4% | +80.2% | -77.8% | -24.0% |
| YTD | +3.2% | +121.1% | -117.9% | -29.6% |
| 1Y | +1.5% | +112.0% | -110.5% | -30.3% |
| 3Y | +40.6% | +22.5% | +18.0% | +12.2% |
| 5Y | -1.0% | +64.0% | -65.0% | -29.9% |
| 10Y | +128.4% | +170.4% | -42.0% | +27.4% |
| All | +513.3% | +232.3% | +281.1% | +155.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling