+1,001.8%
TER vs XRT
+163.3%
+838.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.7% | +9.1% | +10.0% |
| 7D | -5.8% | +2.5% | -8.2% | -7.5% |
| 30D | -38.9% | +10.3% | -49.2% | -43.8% |
| 3M | -35.1% | +2.4% | -37.5% | -37.2% |
| 6M | -31.6% | +10.0% | -41.6% | -37.9% |
| YTD | +27.2% | +9.5% | +17.7% | +16.8% |
| 1Y | +35.2% | +17.2% | +18.1% | +17.8% |
| 3Y | +192.8% | +62.0% | +130.8% | +101.5% |
| 5Y | +72.4% | -2.1% | +74.5% | +67.5% |
| 10Y | +1,001.8% | +152.6% | +849.3% | +390.8% |
| All | +1,001.8% | +163.3% | +838.5% | +390.8% |
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