+1,925.9%
TER vs XRT
+537.3%
+1,388.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | +0.8% |
| 7D | +24.0% | -0.4% | +24.4% | +24.7% |
| 30D | -30.6% | +7.5% | -38.2% | -35.6% |
| 3M | -34.5% | +2.3% | -36.8% | -37.0% |
| 6M | -26.4% | +12.8% | -39.2% | -35.6% |
| YTD | +36.4% | +7.1% | +29.4% | +25.9% |
| 1Y | +47.4% | +12.3% | +35.1% | +30.4% |
| 3Y | +202.6% | +57.0% | +145.6% | +99.9% |
| 5Y | +83.9% | -4.3% | +88.2% | +85.0% |
| 10Y | +1,068.0% | +136.7% | +931.3% | +351.7% |
| All | +1,925.9% | +537.3% | +1,388.7% | +165.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling