+1,464.9%
MAR vs XRT
+549.2%
+915.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +1.0% | -1.4% | +2.5% | +2.1% |
| 30D | +16.2% | +9.8% | +6.4% | +7.4% |
| 3M | +23.1% | +3.3% | +19.8% | +19.2% |
| 6M | +22.0% | +13.6% | +8.4% | +8.9% |
| YTD | +39.2% | +9.1% | +30.1% | +28.2% |
| 1Y | +48.3% | +15.1% | +33.2% | +30.7% |
| 3Y | +123.4% | +59.9% | +63.4% | +47.0% |
| 5Y | +185.4% | -1.7% | +187.1% | +169.4% |
| 10Y | +539.2% | +141.1% | +398.0% | +142.3% |
| All | +1,464.9% | +549.2% | +915.7% | +100.1% |
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 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