+208.1%
C vs XRT
+49.6%
+158.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.6% |
| 7D | -2.4% | +0.9% | -3.3% | -3.0% |
| 30D | -6.0% | +7.9% | -13.9% | -10.7% |
| 3M | -10.5% | -0.2% | -10.4% | -10.8% |
| 6M | -5.7% | +5.6% | -11.3% | -10.0% |
| YTD | +4.1% | +5.7% | -1.5% | -0.6% |
| 1Y | +20.5% | +14.6% | +5.9% | +8.7% |
| 3Y | +208.1% | +50.7% | +157.4% | +135.4% |
| All | +208.1% | +49.6% | +158.5% | +135.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling