+8.4%
LOW vs XRT
-1.7%
+10.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.4% |
| 7D | +0.4% | -0.3% | +0.6% | +0.5% |
| 30D | -10.1% | -5.6% | -4.5% | -6.6% |
| 3M | -2.9% | +2.5% | -5.4% | -4.3% |
| 6M | -19.4% | +3.7% | -23.1% | -21.0% |
| YTD | -15.4% | +1.0% | -16.4% | -15.8% |
| 1Y | -24.9% | -1.2% | -23.7% | -24.4% |
| 3Y | -7.8% | +43.4% | -51.2% | -27.0% |
| 5Y | +8.4% | -0.7% | +9.1% | +0.2% |
| All | +8.4% | -1.7% | +10.1% | +0.2% |
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