+53.5%
F vs XRT
+58.4%
-4.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.0% | -2.1% |
| 7D | -0.6% | +2.5% | -3.1% | -2.6% |
| 30D | +2.9% | +10.3% | -7.5% | -4.8% |
| 3M | -9.5% | +2.4% | -11.8% | -11.3% |
| 6M | +4.0% | +10.0% | -6.0% | -3.7% |
| YTD | -1.3% | +9.5% | -10.8% | -8.3% |
| 1Y | -1.9% | +17.2% | -19.1% | -13.6% |
| 3Y | +53.5% | +62.0% | -8.5% | +0.7% |
| All | +53.5% | +58.4% | -4.9% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling