+137.7%
GOOGL vs XRT
-1.7%
+139.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +1.1% |
| 7D | +1.1% | -0.3% | +1.3% | +1.2% |
| 30D | -4.4% | -5.6% | +1.2% | -1.6% |
| 3M | -6.8% | +2.5% | -9.4% | -8.1% |
| 6M | +13.6% | +3.7% | +9.9% | +11.4% |
| YTD | +8.3% | +1.0% | +7.3% | +7.4% |
| 1Y | +44.9% | -1.2% | +46.2% | +44.9% |
| 3Y | +150.5% | +43.4% | +107.1% | +100.7% |
| 5Y | +137.7% | -0.7% | +138.5% | +116.3% |
| All | +137.7% | -1.7% | +139.4% | +116.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling