+1,744.2%
TER vs XRT
+123.1%
+1,621.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +5.9% |
| 7D | +11.0% | -0.3% | +11.2% | +11.1% |
| 30D | -1.9% | -5.6% | +3.8% | +2.1% |
| 3M | -0.7% | +2.5% | -3.2% | -4.0% |
| 6M | +36.4% | +3.7% | +32.7% | +31.6% |
| YTD | +92.4% | +1.0% | +91.5% | +90.0% |
| 1Y | +213.5% | -1.2% | +214.7% | +213.9% |
| 3Y | +277.2% | +43.4% | +233.9% | +187.5% |
| 5Y | +219.1% | -0.7% | +219.9% | +212.3% |
| 10Y | +1,744.2% | +123.7% | +1,620.6% | +825.7% |
| All | +1,744.2% | +123.1% | +1,621.1% | +825.7% |
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 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