+156.4%
MAR vs XRT
-1.7%
+158.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.0% |
| 7D | -1.7% | -0.3% | -1.5% | -1.6% |
| 30D | -6.9% | -5.6% | -1.3% | -3.6% |
| 3M | -15.8% | +2.5% | -18.4% | -17.5% |
| 6M | +1.9% | +3.7% | -1.7% | -0.7% |
| YTD | +6.6% | +1.0% | +5.6% | +5.4% |
| 1Y | +23.7% | -1.2% | +24.9% | +23.7% |
| 3Y | +64.6% | +43.4% | +21.2% | +29.7% |
| 5Y | +156.4% | -0.7% | +157.1% | +143.8% |
| All | +156.4% | -1.7% | +158.1% | +143.8% |
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