+152.0%
GE vs XRT
+120.9%
+31.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -1.8% |
| 7D | -1.2% | -2.4% | +1.2% | +0.3% |
| 30D | -11.3% | -6.9% | -4.3% | -7.3% |
| 3M | -1.4% | -0.4% | -1.0% | -1.5% |
| 6M | +1.2% | +2.2% | -1.0% | -0.5% |
| YTD | +5.9% | -0.7% | +6.6% | +6.0% |
| 1Y | +18.4% | -2.0% | +20.4% | +18.8% |
| 3Y | +271.0% | +41.0% | +230.0% | +188.9% |
| 5Y | +417.9% | -3.3% | +421.2% | +401.8% |
| 10Y | +152.0% | +124.8% | +27.1% | +11.2% |
| All | +152.0% | +120.9% | +31.0% | +11.2% |
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 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