+604.2%
COST vs XRT
+125.1%
+479.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -2.5% | -3.6% | +1.1% | -1.3% |
| 30D | -4.4% | -6.7% | +2.3% | -2.2% |
| 3M | -8.1% | -1.4% | -6.7% | -7.8% |
| 6M | -9.2% | +1.7% | -11.0% | -10.1% |
| YTD | +5.1% | -1.5% | +6.6% | +5.2% |
| 1Y | -5.1% | -2.5% | -2.6% | -4.9% |
| 3Y | +70.4% | +39.9% | +30.5% | +47.8% |
| 5Y | +104.7% | -2.6% | +107.3% | +96.5% |
| All | +604.2% | +125.1% | +479.1% | +368.2% |
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 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