+1,127.0%
MAR vs XRT
+514.3%
+612.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.7% |
| 7D | -4.2% | +0.8% | -5.0% | -4.8% |
| 30D | -6.7% | -4.2% | -2.5% | -3.6% |
| 3M | -12.5% | +5.1% | -17.6% | -16.4% |
| 6M | +0.6% | +2.4% | -1.8% | -1.9% |
| YTD | +9.1% | +3.2% | +5.9% | +5.6% |
| 1Y | +26.2% | +1.5% | +24.7% | +23.2% |
| 3Y | +68.2% | +40.6% | +27.6% | +23.2% |
| 5Y | +163.9% | -1.0% | +164.9% | +146.6% |
| 10Y | +420.6% | +128.4% | +292.1% | +106.5% |
| All | +1,127.0% | +514.3% | +612.7% | +64.7% |
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