+1,361.6%
AAPL vs XRT
+135.4%
+1,226.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.8% |
| 7D | +3.2% | -0.4% | +3.6% | +3.4% |
| 30D | +4.1% | +7.5% | -3.5% | +0.1% |
| 3M | +17.5% | +2.3% | +15.2% | +15.8% |
| 6M | +20.6% | +12.8% | +7.7% | +12.7% |
| YTD | +31.0% | +7.1% | +23.9% | +25.5% |
| 1Y | +30.2% | +12.3% | +18.0% | +21.5% |
| 3Y | +92.9% | +57.0% | +35.9% | +48.7% |
| 5Y | +142.4% | -4.3% | +146.7% | +135.0% |
| All | +1,361.6% | +135.4% | +1,226.2% | +671.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling