+77.6%
V vs XRT
+49.6%
+28.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | +2.2% | +0.9% | +1.3% | +1.9% |
| 30D | +13.6% | +7.9% | +5.6% | +10.9% |
| 3M | +14.3% | -0.2% | +14.5% | +14.3% |
| 6M | +33.1% | +5.6% | +27.5% | +30.6% |
| YTD | +21.2% | +5.7% | +15.6% | +18.6% |
| 1Y | +26.4% | +14.6% | +11.8% | +20.4% |
| 3Y | +77.6% | +50.7% | +26.9% | +58.8% |
| All | +77.6% | +49.6% | +28.0% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling