+200.5%
B vs XRT
+163.3%
+37.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.6% | +3.7% |
| 7D | +11.3% | +2.5% | +8.9% | +10.9% |
| 30D | +2.9% | +10.3% | -7.4% | +1.5% |
| 3M | -2.9% | +2.4% | -5.2% | -3.2% |
| 6M | -1.2% | +10.0% | -11.2% | -2.7% |
| YTD | -1.3% | +9.5% | -10.9% | -2.7% |
| 1Y | +30.4% | +17.2% | +13.3% | +27.5% |
| 3Y | +195.3% | +62.0% | +133.3% | +177.8% |
| 5Y | +146.2% | -2.1% | +148.3% | +137.3% |
| 10Y | +200.5% | +152.6% | +47.9% | +183.5% |
| All | +200.5% | +163.3% | +37.2% | +183.5% |
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