-37.8%
U vs XRT
+81.2%
-119.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +1.6% |
| 7D | +4.4% | -2.4% | +6.8% | +7.5% |
| 30D | -1.3% | -6.9% | +5.6% | +7.8% |
| 3M | +49.6% | -0.4% | +50.0% | +49.0% |
| 6M | +100.2% | +2.2% | +98.0% | +91.3% |
| YTD | -3.7% | -0.7% | -3.0% | -4.5% |
| 1Y | -6.5% | -2.0% | -4.5% | -5.5% |
| 3Y | +12.9% | +41.0% | -28.1% | -27.3% |
| 5Y | -68.3% | -3.3% | -65.0% | -69.2% |
| All | -37.8% | +81.2% | -119.0% | -63.0% |
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