+108.3%
V vs XRT
-4.8%
+113.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +0.9% | +1.7% | -0.8% | +0.2% |
| 30D | +9.0% | +7.5% | +1.5% | +6.0% |
| 3M | +16.7% | +2.2% | +14.5% | +15.7% |
| 6M | +33.4% | +14.7% | +18.8% | +26.4% |
| YTD | +22.4% | +7.5% | +14.9% | +18.4% |
| 1Y | +27.7% | +14.1% | +13.6% | +20.6% |
| 3Y | +78.0% | +58.8% | +19.2% | +44.5% |
| All | +108.3% | -4.8% | +113.1% | +115.2% |
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