+688.1%
XRT vs VT
+345.0%
+343.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.2% | +1.1% |
| 7D | +2.3% | -4.2% | +6.5% | +6.6% |
| 30D | +9.8% | -5.8% | +15.6% | +16.1% |
| 3M | -0.2% | -5.2% | +5.1% | +5.0% |
| 6M | +8.4% | +0.1% | +8.2% | +7.8% |
| YTD | +7.5% | +8.2% | -0.7% | -0.9% |
| 1Y | +13.2% | +10.1% | +3.0% | +2.6% |
| 3Y | +52.0% | +69.7% | -17.7% | -8.4% |
| 5Y | -3.2% | +53.4% | -56.5% | -34.6% |
| 10Y | +157.1% | +219.2% | -62.1% | -8.7% |
| All | +688.1% | +345.0% | +343.1% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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