-70.0%
U vs XRT
-1.2%
-68.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -5.7% |
| 7D | +32.3% | +2.5% | +29.8% | +25.5% |
| 30D | +9.7% | +10.3% | -0.6% | -7.8% |
| 3M | +19.6% | +2.4% | +17.2% | +12.3% |
| 6M | +82.6% | +10.0% | +72.7% | +51.4% |
| YTD | +16.4% | +9.5% | +6.9% | -4.0% |
| 1Y | +28.5% | +17.2% | +11.3% | -5.7% |
| 3Y | +103.8% | +62.0% | +41.8% | -16.0% |
| 5Y | -70.0% | -2.1% | -67.9% | -70.9% |
| All | -70.0% | -1.2% | -68.8% | -70.9% |
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 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