+164.1%
MAR vs XRT
-1.2%
+165.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -2.1% |
| 7D | +0.2% | +2.5% | -2.3% | -1.5% |
| 30D | +14.0% | +10.3% | +3.7% | +7.0% |
| 3M | +18.1% | +2.4% | +15.7% | +16.0% |
| 6M | +18.6% | +10.0% | +8.6% | +10.9% |
| YTD | +35.3% | +9.5% | +25.7% | +26.8% |
| 1Y | +44.5% | +17.2% | +27.3% | +29.8% |
| 3Y | +120.7% | +62.0% | +58.7% | +60.3% |
| 5Y | +164.1% | -2.1% | +166.2% | +161.1% |
| All | +164.1% | -1.2% | +165.3% | +161.1% |
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 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