+216.0%
C vs XRT
+58.7%
+157.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.3% |
| 7D | +4.2% | +1.7% | +2.4% | +3.0% |
| 30D | +2.0% | +7.5% | -5.5% | -2.9% |
| 3M | -10.1% | +2.2% | -12.3% | -11.7% |
| 6M | +1.0% | +14.7% | -13.7% | -9.0% |
| YTD | +8.5% | +7.5% | +1.0% | +2.3% |
| 1Y | +25.7% | +14.1% | +11.6% | +13.8% |
| 3Y | +216.0% | +58.8% | +157.2% | +134.3% |
| All | +216.0% | +58.7% | +157.3% | +134.3% |
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 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