+138.0%
B vs XRT
-5.3%
+143.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +1.0% |
| 7D | +9.6% | +0.9% | +8.7% | +9.4% |
| 30D | +3.5% | +7.9% | -4.4% | +1.7% |
| 3M | -1.6% | -0.2% | -1.4% | -1.6% |
| 6M | -1.7% | +5.6% | -7.2% | -3.2% |
| YTD | -5.3% | +5.7% | -11.0% | -6.8% |
| 1Y | +27.2% | +14.6% | +12.6% | +23.2% |
| 3Y | +166.1% | +50.7% | +115.4% | +143.3% |
| All | +138.0% | -5.3% | +143.3% | +114.7% |
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