+2,337.8%
COST vs XRT
+514.3%
+1,823.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.5% |
| 7D | -3.1% | +0.8% | -4.0% | -3.5% |
| 30D | -2.8% | -4.2% | +1.4% | -0.9% |
| 3M | -5.7% | +5.1% | -10.8% | -8.0% |
| 6M | -8.8% | +2.4% | -11.2% | -10.2% |
| YTD | +6.7% | +3.2% | +3.5% | +4.5% |
| 1Y | -3.6% | +1.5% | -5.2% | -5.2% |
| 3Y | +75.1% | +40.6% | +34.5% | +44.7% |
| 5Y | +108.9% | -1.0% | +109.9% | +98.3% |
| 10Y | +586.2% | +128.4% | +457.8% | +289.8% |
| All | +2,337.8% | +514.3% | +1,823.5% | +596.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling