+151.2%
GE vs XRT
+135.4%
+15.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.6% | -2.3% |
| 7D | +5.1% | -0.4% | +5.6% | +5.4% |
| 30D | +7.6% | +7.5% | 0.0% | +2.8% |
| 3M | -9.3% | +2.3% | -11.6% | -10.8% |
| 6M | +11.5% | +12.8% | -1.3% | +3.0% |
| YTD | +7.9% | +7.1% | +0.8% | +2.9% |
| 1Y | +7.6% | +12.3% | -4.6% | -0.5% |
| 3Y | +265.9% | +57.0% | +208.9% | +166.5% |
| 5Y | +405.9% | -4.3% | +410.2% | +398.1% |
| All | +151.2% | +135.4% | +15.9% | +8.7% |
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 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