+1,421.1%
MAR vs XRT
+552.1%
+869.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -2.8% |
| 7D | +0.2% | +2.5% | -2.3% | -2.0% |
| 30D | +14.0% | +10.3% | +3.7% | +5.0% |
| 3M | +18.1% | +2.4% | +15.7% | +15.2% |
| 6M | +18.6% | +10.0% | +8.6% | +8.6% |
| YTD | +35.3% | +9.5% | +25.7% | +24.2% |
| 1Y | +44.5% | +17.2% | +27.3% | +25.5% |
| 3Y | +120.7% | +62.0% | +58.7% | +43.8% |
| 5Y | +164.1% | -2.1% | +166.2% | +150.1% |
| 10Y | +515.5% | +152.6% | +362.9% | +123.2% |
| All | +1,421.1% | +552.1% | +869.0% | +93.8% |
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 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