-7.8%
LOW vs XRT
+42.5%
-50.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.2% |
| 7D | +0.4% | -0.3% | +0.6% | +0.6% |
| 30D | -10.1% | -5.6% | -4.5% | -6.3% |
| 3M | -2.9% | +2.5% | -5.4% | -4.4% |
| 6M | -19.4% | +3.7% | -23.1% | -21.2% |
| YTD | -15.4% | +1.0% | -16.4% | -15.9% |
| 1Y | -24.9% | -1.2% | -23.7% | -24.4% |
| 3Y | -7.8% | +43.4% | -51.2% | -29.1% |
| All | -7.8% | +42.5% | -50.3% | -29.1% |
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