+965.9%
LOW vs XRT
+537.3%
+428.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -0.4% |
| 7D | +0.1% | -0.4% | +0.5% | +0.4% |
| 30D | +21.3% | +7.5% | +13.8% | +15.1% |
| 3M | +6.0% | +2.3% | +3.6% | +4.3% |
| 6M | +2.6% | +12.8% | -10.3% | -6.0% |
| YTD | -3.6% | +7.1% | -10.7% | -8.1% |
| 1Y | -1.0% | +12.3% | -13.2% | -8.9% |
| 3Y | +24.2% | +57.0% | -32.8% | -12.7% |
| 5Y | +6.3% | -4.3% | +10.6% | +5.1% |
| 10Y | +294.1% | +136.7% | +157.4% | +68.8% |
| All | +965.9% | +537.3% | +428.7% | +75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling