+528.0%
XRT vs VSH
+144.0%
+384.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.7% | -7.4% | -3.6% |
| 7D | +0.9% | -12.9% | +13.8% | +4.6% |
| 30D | +7.9% | -36.9% | +44.8% | +22.9% |
| 3M | -0.2% | -28.8% | +28.6% | +7.8% |
| 6M | +5.6% | -30.3% | +35.9% | +7.6% |
| YTD | +5.7% | +62.4% | -56.7% | -22.5% |
| 1Y | +14.6% | +62.5% | -47.9% | -16.2% |
| 3Y | +50.7% | +7.4% | +43.3% | +21.3% |
| 5Y | -4.8% | +25.4% | -30.3% | -28.5% |
| 10Y | +152.6% | +102.6% | +50.0% | +50.7% |
| All | +528.0% | +144.0% | +384.0% | +181.7% |
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