-6.1%
F vs XRT
+12.7%
-18.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.2% |
| 7D | -3.1% | +1.7% | -4.8% | -4.4% |
| 30D | 0.0% | +7.5% | -7.5% | -5.5% |
| 3M | -13.2% | +2.2% | -15.4% | -14.8% |
| 6M | -10.2% | +14.7% | -24.9% | -19.7% |
| YTD | -4.9% | +7.5% | -12.4% | -10.6% |
| 1Y | -6.1% | +14.1% | -20.2% | -15.2% |
| All | -6.1% | +12.7% | -18.8% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling