+58.8%
T vs XRT
+147.6%
-88.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +2.6% | +4.1% | -1.5% | +1.3% |
| 30D | -1.1% | +9.9% | -11.0% | -3.8% |
| 3M | -7.7% | +2.3% | -10.0% | -8.4% |
| 6M | -10.6% | +9.6% | -20.2% | -13.2% |
| YTD | -7.5% | +9.1% | -16.6% | -10.3% |
| 1Y | -7.4% | +16.2% | -23.7% | -12.0% |
| 3Y | +63.1% | +60.1% | +3.0% | +36.7% |
| 5Y | +55.2% | -0.5% | +55.7% | +50.6% |
| 10Y | +58.8% | +145.1% | -86.3% | -10.1% |
| All | +58.8% | +147.6% | -88.8% | -10.1% |
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