+53.9%
F vs XRT
-1.0%
+55.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.6% |
| 7D | +5.3% | +0.8% | +4.5% | +4.6% |
| 30D | +4.6% | -4.2% | +8.8% | +8.4% |
| 3M | -3.7% | +5.1% | -8.7% | -7.8% |
| 6M | +16.8% | +2.4% | +14.4% | +14.2% |
| YTD | +15.3% | +3.2% | +12.1% | +11.9% |
| 1Y | +31.0% | +1.5% | +29.5% | +28.5% |
| 3Y | +45.4% | +40.6% | +4.9% | +6.0% |
| All | +53.9% | -1.0% | +55.0% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling