+140.7%
GOOG vs XRT
+40.3%
+100.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.3% |
| 7D | -1.6% | -2.4% | +0.9% | -0.5% |
| 30D | -7.7% | -6.9% | -0.7% | -4.6% |
| 3M | -9.3% | -0.4% | -8.9% | -9.1% |
| 6M | +7.4% | +2.2% | +5.2% | +6.4% |
| YTD | +4.9% | -0.7% | +5.5% | +4.9% |
| 1Y | +37.2% | -2.0% | +39.2% | +37.7% |
| All | +140.7% | +40.3% | +100.3% | +111.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling