+207.0%
C vs XRT
+136.4%
+70.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.3% |
| 7D | +4.2% | +1.7% | +2.4% | +2.9% |
| 30D | +2.0% | +7.5% | -5.5% | -3.4% |
| 3M | -10.1% | +2.2% | -12.3% | -12.0% |
| 6M | +1.0% | +14.7% | -13.7% | -9.3% |
| YTD | +8.5% | +7.5% | +1.0% | +2.0% |
| 1Y | +25.7% | +14.1% | +11.6% | +13.2% |
| 3Y | +216.0% | +58.8% | +157.2% | +122.0% |
| 5Y | +112.3% | -3.9% | +116.2% | +108.8% |
| All | +207.0% | +136.4% | +70.7% | +13.3% |
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 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