+746.7%
GOOGL vs XRT
+120.9%
+625.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.6% | -1.5% |
| 7D | -1.9% | -2.4% | +0.6% | -0.7% |
| 30D | -7.5% | -6.9% | -0.5% | -4.3% |
| 3M | -9.2% | -0.4% | -8.8% | -9.0% |
| 6M | +8.1% | +2.2% | +5.8% | +6.9% |
| YTD | +5.8% | -0.7% | +6.5% | +5.9% |
| 1Y | +38.3% | -2.0% | +40.3% | +38.9% |
| 3Y | +144.8% | +41.0% | +103.7% | +103.9% |
| 5Y | +132.5% | -3.3% | +135.8% | +124.1% |
| 10Y | +746.7% | +124.8% | +621.8% | +395.0% |
| All | +746.7% | +120.9% | +625.8% | +395.0% |
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 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