+179.4%
INTC vs XRT
+42.5%
+137.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.2% | +11.2% | +10.7% |
| 7D | +17.4% | -0.3% | +17.7% | +17.5% |
| 30D | +2.8% | -5.6% | +8.4% | +7.1% |
| 3M | -5.3% | +2.5% | -7.8% | -8.5% |
| 6M | +140.6% | +3.7% | +136.9% | +130.5% |
| YTD | +183.1% | +1.0% | +182.1% | +177.5% |
| 1Y | +326.8% | -1.2% | +328.0% | +325.4% |
| 3Y | +179.4% | +43.4% | +136.1% | +129.0% |
| All | +179.4% | +42.5% | +137.0% | +129.0% |
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