+321.5%
CSCO vs XRT
+163.3%
+158.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.7% | +1.4% | +3.5% |
| 7D | -2.9% | +2.5% | -5.4% | -3.9% |
| 30D | -16.7% | +10.3% | -27.0% | -20.4% |
| 3M | -18.4% | +2.4% | -20.8% | -19.6% |
| 6M | +2.9% | +10.0% | -7.0% | -2.1% |
| YTD | +30.4% | +9.5% | +20.9% | +24.2% |
| 1Y | +41.4% | +17.2% | +24.2% | +30.4% |
| 3Y | +104.7% | +62.0% | +42.7% | +60.6% |
| 5Y | +96.9% | -2.1% | +99.0% | +89.9% |
| 10Y | +321.5% | +152.6% | +168.9% | +117.6% |
| All | +321.5% | +163.3% | +158.2% | +117.6% |
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 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