+765.0%
CSCO vs XRT
+514.3%
+250.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | 0.0% |
| 7D | -0.7% | +0.8% | -1.5% | -1.1% |
| 30D | -10.1% | -4.2% | -5.9% | -8.1% |
| 3M | -15.7% | +5.1% | -20.8% | -18.4% |
| 6M | +36.3% | +2.4% | +33.9% | +33.5% |
| YTD | +43.8% | +3.2% | +40.6% | +40.2% |
| 1Y | +63.9% | +1.5% | +62.4% | +60.6% |
| 3Y | +104.4% | +40.6% | +63.8% | +63.0% |
| 5Y | +111.4% | -1.0% | +112.3% | +97.4% |
| 10Y | +361.7% | +128.4% | +233.3% | +130.4% |
| All | +765.0% | +514.3% | +250.7% | +96.6% |
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