+65.5%
T vs XRT
+58.7%
+6.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +2.5% | +1.7% | +0.8% | +2.4% |
| 30D | -3.8% | +7.5% | -11.3% | -4.3% |
| 3M | -8.7% | +2.2% | -10.9% | -9.0% |
| 6M | -8.1% | +14.7% | -22.8% | -8.9% |
| YTD | -6.4% | +7.5% | -13.9% | -7.1% |
| 1Y | -9.8% | +14.1% | -23.9% | -10.8% |
| 3Y | +65.5% | +58.8% | +6.7% | +64.7% |
| All | +65.5% | +58.7% | +6.8% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling