+191.2%
TER vs XRT
+58.7%
+132.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.7% |
| 7D | +14.4% | +1.7% | +12.6% | +13.0% |
| 30D | -30.6% | +7.5% | -38.1% | -35.3% |
| 3M | -39.2% | +2.2% | -41.4% | -41.1% |
| 6M | -31.3% | +14.7% | -45.9% | -41.6% |
| YTD | +29.1% | +7.5% | +21.6% | +17.8% |
| 1Y | +47.4% | +14.1% | +33.3% | +26.9% |
| 3Y | +191.2% | +58.8% | +132.5% | +86.9% |
| All | +191.2% | +58.7% | +132.6% | +86.9% |
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 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