+157.4%
GE vs XRT
+147.6%
+9.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +5.4% | +4.1% | +1.3% | +2.8% |
| 30D | +9.6% | +9.9% | -0.3% | +3.3% |
| 3M | -7.7% | +2.3% | -10.0% | -9.2% |
| 6M | +14.0% | +9.6% | +4.5% | +7.1% |
| YTD | +10.2% | +9.1% | +1.0% | +3.9% |
| 1Y | +8.9% | +16.2% | -7.3% | -1.5% |
| 3Y | +273.7% | +60.1% | +213.6% | +169.0% |
| 5Y | +410.2% | -0.5% | +410.7% | +389.2% |
| 10Y | +157.4% | +145.1% | +12.3% | +9.5% |
| All | +157.4% | +147.6% | +9.9% | +9.5% |
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