+218.3%
C vs XRT
+145.8%
+72.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -0.4% | -1.4% | +1.0% | +0.6% |
| 30D | -5.3% | +9.8% | -15.1% | -11.6% |
| 3M | -8.0% | +3.3% | -11.3% | -10.6% |
| 6M | -0.3% | +13.6% | -13.9% | -9.8% |
| YTD | +8.6% | +9.1% | -0.4% | +1.1% |
| 1Y | +25.8% | +15.1% | +10.8% | +12.7% |
| 3Y | +221.2% | +59.9% | +161.2% | +124.4% |
| 5Y | +113.6% | -1.7% | +115.3% | +106.6% |
| 10Y | +218.3% | +141.1% | +77.2% | +14.7% |
| All | +218.3% | +145.8% | +72.5% | +14.7% |
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 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