+587.9%
JPM vs XRT
+126.9%
+461.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +1.2% |
| 7D | -0.4% | -2.4% | +2.0% | +0.9% |
| 30D | -1.4% | -6.9% | +5.5% | +2.4% |
| 3M | +13.9% | -0.4% | +14.4% | +13.7% |
| 6M | +23.5% | +2.2% | +21.3% | +21.3% |
| YTD | +11.6% | -0.7% | +12.3% | +11.4% |
| 1Y | +21.4% | -2.0% | +23.4% | +21.5% |
| 3Y | +163.4% | +41.0% | +122.4% | +111.7% |
| 5Y | +152.5% | -3.3% | +155.8% | +143.9% |
| All | +587.9% | +126.9% | +461.0% | +206.9% |
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