+239.5%
GE vs XRT
+514.3%
-274.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.4% |
| 7D | -1.6% | +0.8% | -2.4% | -2.1% |
| 30D | -11.6% | -4.2% | -7.4% | -9.1% |
| 3M | +3.0% | +5.1% | -2.1% | -0.8% |
| 6M | -0.5% | +2.4% | -2.9% | -2.5% |
| YTD | +9.7% | +3.2% | +6.5% | +7.0% |
| 1Y | +20.0% | +1.5% | +18.5% | +17.6% |
| 3Y | +275.8% | +40.6% | +235.3% | +187.4% |
| 5Y | +429.1% | -1.0% | +430.1% | +396.6% |
| 10Y | +151.2% | +128.4% | +22.8% | +19.5% |
| All | +239.5% | +514.3% | -274.8% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling