+208.8%
C vs XRT
+147.6%
+61.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -0.4% | +4.1% | -4.5% | -3.2% |
| 30D | -5.2% | +9.9% | -15.1% | -11.5% |
| 3M | -9.1% | +2.3% | -11.3% | -11.0% |
| 6M | -1.6% | +9.6% | -11.2% | -8.8% |
| YTD | +6.9% | +9.1% | -2.2% | -0.5% |
| 1Y | +23.0% | +16.2% | +6.7% | +9.3% |
| 3Y | +216.1% | +60.1% | +156.1% | +120.9% |
| 5Y | +112.2% | -0.5% | +112.7% | +103.2% |
| 10Y | +208.8% | +145.1% | +63.7% | +10.3% |
| All | +208.8% | +147.6% | +61.2% | +10.3% |
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