+377.3%
CSCO vs XRT
+120.9%
+256.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +1.0% |
| 7D | 0.0% | -2.4% | +2.4% | +1.0% |
| 30D | -10.7% | -6.9% | -3.8% | -7.9% |
| 3M | -8.7% | -0.4% | -8.3% | -9.0% |
| 6M | +44.9% | +2.2% | +42.7% | +42.6% |
| YTD | +44.1% | -0.7% | +44.8% | +43.7% |
| 1Y | +65.9% | -2.0% | +67.9% | +65.8% |
| 3Y | +109.0% | +41.0% | +68.0% | +74.5% |
| 5Y | +114.8% | -3.3% | +118.1% | +107.2% |
| 10Y | +377.3% | +124.8% | +252.5% | +155.2% |
| All | +377.3% | +120.9% | +256.4% | +155.2% |
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