+105.9%
C vs XRT
-5.3%
+111.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.5% |
| 7D | -2.4% | +0.9% | -3.3% | -2.9% |
| 30D | -6.0% | +7.9% | -13.9% | -10.2% |
| 3M | -10.5% | -0.2% | -10.4% | -10.8% |
| 6M | -5.7% | +5.6% | -11.3% | -9.5% |
| YTD | +4.1% | +5.7% | -1.5% | +0.1% |
| 1Y | +20.5% | +14.6% | +5.9% | +10.4% |
| 3Y | +208.1% | +50.7% | +157.4% | +141.4% |
| All | +105.9% | -5.3% | +111.3% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling