+108.4%
B vs XRT
-4.1%
+112.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.7% |
| 7D | -6.2% | -0.4% | -5.8% | -6.1% |
| 30D | -6.6% | +7.5% | -14.1% | -8.2% |
| 3M | -7.9% | +2.3% | -10.2% | -8.4% |
| 6M | -16.8% | +12.8% | -29.6% | -19.3% |
| YTD | -11.7% | +7.1% | -18.7% | -13.3% |
| 1Y | +3.5% | +12.3% | -8.8% | +0.6% |
| 3Y | +165.7% | +57.0% | +108.7% | +140.9% |
| 5Y | +108.4% | -4.3% | +112.7% | +88.3% |
| All | +108.4% | -4.1% | +112.5% | +88.3% |
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