+702.3%
GOOG vs XRT
+136.4%
+566.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +3.0% | +1.7% | +1.3% | +2.1% |
| 30D | -14.9% | +7.5% | -22.4% | -18.1% |
| 3M | -14.9% | +2.2% | -17.1% | -16.2% |
| 6M | -26.6% | +14.7% | -41.3% | -31.6% |
| YTD | -6.6% | +7.5% | -14.1% | -10.4% |
| 1Y | +5.1% | +14.1% | -9.0% | -2.1% |
| 3Y | +121.0% | +58.8% | +62.2% | +73.1% |
| 5Y | +97.3% | -3.9% | +101.2% | +89.4% |
| All | +702.3% | +136.4% | +566.0% | +352.7% |
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