+3,298.7%
GOOG vs XRT
+501.1%
+2,797.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.2% |
| 7D | +1.1% | -0.3% | +1.3% | +1.2% |
| 30D | -5.1% | -5.6% | +0.6% | -2.1% |
| 3M | -7.1% | +2.5% | -9.6% | -8.4% |
| 6M | +12.7% | +3.7% | +9.0% | +10.4% |
| YTD | +7.1% | +1.0% | +6.1% | +6.2% |
| 1Y | +43.6% | -1.2% | +44.8% | +43.5% |
| 3Y | +146.8% | +43.4% | +103.4% | +98.0% |
| 5Y | +133.7% | -0.7% | +134.4% | +123.3% |
| 10Y | +773.3% | +123.7% | +649.6% | +380.3% |
| All | +3,298.7% | +501.1% | +2,797.6% | +821.7% |
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 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