+65.3%
T vs XRT
+123.1%
-57.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +0.3% |
| 7D | -1.5% | -0.3% | -1.3% | -1.5% |
| 30D | +7.6% | -5.6% | +13.2% | +9.4% |
| 3M | +15.3% | +2.5% | +12.8% | +14.3% |
| 6M | -8.5% | +3.7% | -12.1% | -9.7% |
| YTD | +6.8% | +1.0% | +5.8% | +5.9% |
| 1Y | -7.2% | -1.2% | -6.0% | -7.5% |
| 3Y | +108.2% | +43.4% | +64.9% | +80.4% |
| 5Y | +66.1% | -0.7% | +66.8% | +59.7% |
| 10Y | +65.3% | +123.7% | -58.4% | -1.2% |
| All | +65.3% | +123.1% | -57.8% | -1.2% |
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