+25.0%
INTC vs XRT
-1.2%
+26.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.7% | +1.8% | +3.1% |
| 7D | -1.0% | +2.5% | -3.5% | -2.7% |
| 30D | -43.3% | +10.3% | -53.6% | -47.3% |
| 3M | -41.6% | +2.4% | -44.0% | -43.1% |
| 6M | -52.5% | +10.0% | -62.5% | -56.2% |
| YTD | +60.9% | +9.5% | +51.4% | +49.0% |
| 1Y | +55.7% | +17.2% | +38.5% | +37.4% |
| 3Y | +59.2% | +62.0% | -2.8% | +14.8% |
| 5Y | +25.0% | -2.1% | +27.1% | +15.8% |
| All | +25.0% | -1.2% | +26.2% | +15.8% |
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