+131.9%
ADI vs XRT
-1.2%
+133.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.7% | +4.9% | +6.1% |
| 7D | -4.4% | +2.5% | -6.9% | -6.0% |
| 30D | -2.8% | +10.3% | -13.2% | -9.5% |
| 3M | +1.5% | +2.4% | -0.9% | -0.6% |
| 6M | -4.7% | +10.0% | -14.7% | -11.9% |
| YTD | +46.8% | +9.5% | +37.3% | +36.2% |
| 1Y | +74.9% | +17.2% | +57.7% | +54.7% |
| 3Y | +147.4% | +62.0% | +85.5% | +75.6% |
| 5Y | +131.9% | -2.1% | +134.0% | +114.1% |
| All | +131.9% | -1.2% | +133.1% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling