+651.8%
GOOGL vs XRT
+146.0%
+505.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +2.6% | +4.1% | -1.5% | +0.7% |
| 30D | -18.3% | +9.9% | -28.2% | -22.1% |
| 3M | -19.6% | +2.3% | -21.8% | -20.7% |
| 6M | -28.2% | +9.6% | -37.8% | -31.6% |
| YTD | -8.0% | +9.1% | -17.1% | -12.3% |
| 1Y | -0.7% | +16.2% | -16.9% | -8.1% |
| 3Y | +118.8% | +60.1% | +58.7% | +71.1% |
| 5Y | +98.9% | -0.5% | +99.3% | +88.2% |
| All | +651.8% | +146.0% | +505.8% | +318.0% |
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