+620.2%
ADI vs XRT
+136.4%
+483.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | +9.5% | +1.7% | +7.7% | +8.4% |
| 30D | -1.4% | +7.5% | -8.9% | -6.2% |
| 3M | +4.7% | +2.2% | +2.5% | +2.7% |
| 6M | -7.4% | +14.7% | -22.1% | -16.2% |
| YTD | +48.1% | +7.5% | +40.6% | +39.8% |
| 1Y | +69.6% | +14.1% | +55.5% | +54.1% |
| 3Y | +144.4% | +58.8% | +85.6% | +80.4% |
| 5Y | +134.1% | -3.9% | +138.0% | +129.2% |
| All | +620.2% | +136.4% | +483.8% | +234.8% |
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