+1,237.1%
AAPL vs XRT
+120.9%
+1,116.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.6% |
| 7D | -3.0% | -2.4% | -0.6% | -1.8% |
| 30D | +2.3% | -6.9% | +9.2% | +6.1% |
| 3M | +8.6% | -0.4% | +9.0% | +8.7% |
| 6M | +21.6% | +2.2% | +19.3% | +19.8% |
| YTD | +16.3% | -0.7% | +17.0% | +16.1% |
| 1Y | +35.1% | -2.0% | +37.1% | +35.3% |
| 3Y | +79.4% | +41.0% | +38.3% | +46.4% |
| 5Y | +109.8% | -3.3% | +113.1% | +102.6% |
| 10Y | +1,237.1% | +124.8% | +1,112.2% | +636.4% |
| All | +1,237.1% | +120.9% | +1,116.1% | +636.4% |
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