-9.4%
T vs XRT
+12.4%
-21.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | 0.0% |
| 7D | +1.6% | -0.4% | +2.1% | +1.7% |
| 30D | -2.9% | +7.5% | -10.5% | -3.8% |
| 3M | -7.5% | +2.3% | -9.8% | -8.1% |
| 6M | -9.9% | +12.8% | -22.7% | -10.2% |
| YTD | -6.4% | +7.1% | -13.5% | -8.0% |
| 1Y | -9.4% | +12.3% | -21.7% | -12.0% |
| All | -9.4% | +12.4% | -21.8% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling