+2,926.4%
V vs XRT
+618.2%
+2,308.2%
-51.9%
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% | -1.5% |
| 7D | -1.7% | +0.8% | -2.5% | -2.1% |
| 30D | +2.0% | -4.2% | +6.2% | +4.2% |
| 3M | +17.4% | +5.1% | +12.3% | +13.9% |
| 6M | +17.5% | +2.4% | +15.1% | +15.2% |
| YTD | +7.6% | +3.2% | +4.4% | +4.9% |
| 1Y | +7.7% | +1.5% | +6.2% | +5.6% |
| 3Y | +54.7% | +40.6% | +14.1% | +23.4% |
| 5Y | +73.0% | -1.0% | +74.0% | +62.2% |
| 10Y | +390.9% | +128.4% | +262.4% | +144.3% |
| All | +2,926.4% | +618.2% | +2,308.2% | +528.2% |
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 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