+57.7%
O vs XRT
+124.6%
-66.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.5% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | -2.0% | -5.6% | +3.7% | +0.2% |
| 3M | +3.0% | +2.5% | +0.5% | +1.8% |
| 6M | -3.6% | +3.7% | -7.3% | -5.4% |
| YTD | +12.1% | +1.0% | +11.1% | +11.0% |
| 1Y | +8.9% | -1.2% | +10.1% | +8.5% |
| 3Y | +30.3% | +43.4% | -13.0% | +9.0% |
| 5Y | +13.7% | -0.7% | +14.4% | +8.5% |
| All | +57.7% | +124.6% | -66.9% | -25.1% |
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 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