+72.2%
F vs XRT
+147.6%
-75.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.6% |
| 7D | -0.2% | +4.1% | -4.3% | -3.5% |
| 30D | +0.9% | +9.9% | -9.0% | -6.5% |
| 3M | -11.3% | +2.3% | -13.6% | -13.1% |
| 6M | +2.0% | +9.6% | -7.6% | -5.4% |
| YTD | -3.2% | +9.1% | -12.3% | -9.9% |
| 1Y | -3.5% | +16.2% | -19.7% | -14.6% |
| 3Y | +48.1% | +60.1% | -12.0% | +0.6% |
| 5Y | -13.5% | -0.5% | -13.0% | -16.6% |
| 10Y | +72.2% | +145.1% | -73.0% | -25.0% |
| All | +72.2% | +147.6% | -75.4% | -25.0% |
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