+54.1%
T vs XRT
+163.3%
-109.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | -0.3% |
| 7D | +1.7% | +2.5% | -0.8% | +0.9% |
| 30D | -1.7% | +10.3% | -12.0% | -4.5% |
| 3M | -7.3% | +2.4% | -9.7% | -8.0% |
| 6M | -11.2% | +10.0% | -21.2% | -13.8% |
| YTD | -8.1% | +9.5% | -17.6% | -10.9% |
| 1Y | -8.0% | +17.2% | -25.2% | -12.7% |
| 3Y | +62.1% | +62.0% | +0.1% | +35.4% |
| 5Y | +55.7% | -2.1% | +57.8% | +52.1% |
| 10Y | +54.1% | +152.6% | -98.4% | -11.4% |
| All | +54.1% | +163.3% | -109.2% | -11.4% |
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