+16.7%
U vs XRT
+15.8%
+0.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -1.9% |
| 7D | +24.4% | +4.1% | +20.3% | +20.8% |
| 30D | +7.4% | +9.9% | -2.5% | +0.5% |
| 3M | +16.8% | +2.3% | +14.5% | +14.5% |
| 6M | +78.8% | +9.6% | +69.2% | +66.5% |
| YTD | +14.0% | +9.1% | +4.8% | +8.0% |
| 1Y | +16.7% | +16.2% | +0.5% | +8.6% |
| All | +16.7% | +15.8% | +0.9% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling