-39.0%
U vs XRT
+88.3%
-127.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -2.3% |
| 7D | -3.8% | +0.8% | -4.6% | -4.8% |
| 30D | +17.5% | -4.2% | +21.6% | +23.5% |
| 3M | +38.7% | +5.1% | +33.6% | +29.2% |
| 6M | +104.4% | +2.4% | +102.0% | +95.4% |
| YTD | -5.7% | +3.2% | -8.9% | -10.8% |
| 1Y | +3.7% | +1.5% | +2.2% | +0.4% |
| 3Y | +12.3% | +40.6% | -28.2% | -27.3% |
| 5Y | -68.8% | -1.0% | -67.8% | -71.0% |
| All | -39.0% | +88.3% | -127.4% | -65.5% |
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