+498.8%
MAR vs XRT
+136.4%
+362.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +1.6% | +1.7% | -0.1% | +0.4% |
| 30D | +13.8% | +7.5% | +6.3% | +8.3% |
| 3M | +20.3% | +2.2% | +18.1% | +18.1% |
| 6M | +21.3% | +14.7% | +6.7% | +10.0% |
| YTD | +37.2% | +7.5% | +29.7% | +29.7% |
| 1Y | +48.4% | +14.1% | +34.3% | +34.9% |
| 3Y | +120.1% | +58.8% | +61.3% | +58.7% |
| 5Y | +182.1% | -3.9% | +186.0% | +176.8% |
| All | +498.8% | +136.4% | +362.4% | +164.1% |
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 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