+123.4%
B vs XRT
+514.3%
-390.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.4% |
| 7D | -1.6% | +0.8% | -2.4% | -1.7% |
| 30D | +9.4% | -4.2% | +13.6% | +10.2% |
| 3M | +5.0% | +5.1% | -0.1% | +4.1% |
| 6M | -3.5% | +2.4% | -6.0% | -4.0% |
| YTD | +4.5% | +3.2% | +1.3% | +3.8% |
| 1Y | +67.8% | +1.5% | +66.3% | +67.1% |
| 3Y | +196.7% | +40.6% | +156.1% | +180.0% |
| 5Y | +151.9% | -1.0% | +152.9% | +146.3% |
| 10Y | +202.2% | +128.4% | +73.7% | +150.2% |
| All | +123.4% | +514.3% | -390.9% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling