+67.7%
T vs XRT
-1.0%
+68.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.1% |
| 7D | -1.3% | +0.8% | -2.1% | -1.4% |
| 30D | +11.4% | -4.2% | +15.6% | +12.2% |
| 3M | +14.3% | +5.1% | +9.2% | +13.2% |
| 6M | -9.3% | +2.4% | -11.7% | -9.8% |
| YTD | +7.1% | +3.2% | +3.9% | +6.2% |
| 1Y | -9.1% | +1.5% | -10.6% | -9.7% |
| 3Y | +105.3% | +40.6% | +64.8% | +87.7% |
| All | +67.7% | -1.0% | +68.7% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling