+202.8%
TER vs XRT
-1.0%
+203.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +4.6% |
| 7D | +0.6% | +0.8% | -0.2% | 0.0% |
| 30D | -8.3% | -4.2% | -4.1% | -5.2% |
| 3M | -12.2% | +5.1% | -17.3% | -17.3% |
| 6M | +17.1% | +2.4% | +14.7% | +13.7% |
| YTD | +84.7% | +3.2% | +81.5% | +78.2% |
| 1Y | +199.9% | +1.5% | +198.4% | +192.5% |
| 3Y | +232.8% | +40.6% | +192.2% | +144.5% |
| All | +202.8% | -1.0% | +203.9% | +174.8% |
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 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