+128.5%
XRT vs VTEB
+26.6%
+101.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.1% |
| 7D | -0.3% | -0.2% | 0.0% | -0.1% |
| 30D | -5.6% | -1.6% | -4.0% | -4.3% |
| 3M | +2.5% | -2.0% | +4.5% | +4.3% |
| 6M | +3.7% | -1.7% | +5.4% | +5.2% |
| YTD | +1.0% | -0.6% | +1.6% | +1.6% |
| 1Y | -1.2% | +1.8% | -3.0% | -2.5% |
| 3Y | +43.4% | +9.6% | +33.8% | +33.6% |
| 5Y | -0.7% | +2.1% | -2.8% | -3.4% |
| 10Y | +123.7% | +18.9% | +104.8% | +155.8% |
| All | +128.5% | +26.6% | +101.9% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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