+32.6%
NET vs XRT
+0.5%
+32.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.5% | -8.1% | -9.2% |
| 7D | -16.4% | +8.0% | -24.4% | -24.6% |
| 30D | -25.8% | +13.0% | -38.9% | -37.3% |
| 3M | -11.5% | +1.7% | -13.2% | -15.1% |
| 6M | +18.9% | +12.6% | +6.3% | -1.2% |
| YTD | +35.2% | +10.7% | +24.6% | +13.2% |
| 1Y | +14.5% | +18.4% | -3.9% | -13.2% |
| 3Y | +313.8% | +56.4% | +257.4% | +88.1% |
| 5Y | +32.6% | +0.7% | +31.9% | +13.4% |
| All | +32.6% | +0.5% | +32.0% | +13.4% |
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 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