+1,449.6%
NET vs XRT
+122.3%
+1,327.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.8% |
| 7D | -7.0% | +0.8% | -7.8% | -7.6% |
| 30D | -4.8% | -4.2% | -0.6% | -1.5% |
| 3M | +3.8% | +5.1% | -1.3% | -0.9% |
| 6M | +50.0% | +2.4% | +47.6% | +45.3% |
| YTD | +41.5% | +3.2% | +38.3% | +35.8% |
| 1Y | +32.8% | +1.5% | +31.3% | +28.7% |
| 3Y | +335.9% | +40.6% | +295.3% | +216.6% |
| 5Y | +113.8% | -1.0% | +114.8% | +93.2% |
| All | +1,449.6% | +122.3% | +1,327.3% | +1,043.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling