+441.9%
MAR vs XRT
+120.9%
+320.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.9% |
| 7D | -0.5% | -2.4% | +1.9% | +1.1% |
| 30D | -4.7% | -6.9% | +2.3% | -0.2% |
| 3M | -15.6% | -0.4% | -15.2% | -15.7% |
| 6M | +1.2% | +2.2% | -1.0% | -0.6% |
| YTD | +7.5% | -0.7% | +8.2% | +7.4% |
| 1Y | +26.6% | -2.0% | +28.6% | +27.3% |
| 3Y | +66.0% | +41.0% | +24.9% | +29.6% |
| 5Y | +154.1% | -3.3% | +157.4% | +147.6% |
| 10Y | +441.9% | +124.8% | +317.0% | +150.5% |
| All | +441.9% | +120.9% | +320.9% | +150.5% |
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