+548.2%
XRT vs VSH
+205.4%
+342.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.8% | -8.8% | -2.9% |
| 7D | -1.4% | +12.8% | -14.2% | -6.0% |
| 30D | +9.8% | -9.0% | +18.8% | +10.8% |
| 3M | +3.3% | -12.2% | +15.5% | +4.1% |
| 6M | +13.6% | -15.9% | +29.5% | +8.8% |
| YTD | +9.1% | +103.2% | -94.2% | -25.9% |
| 1Y | +15.1% | +108.4% | -93.4% | -22.7% |
| 3Y | +59.9% | +41.6% | +18.4% | +17.0% |
| 5Y | -1.7% | +54.6% | -56.3% | -31.2% |
| 10Y | +141.1% | +138.2% | +3.0% | +36.2% |
| All | +548.2% | +205.4% | +342.7% | +169.4% |
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