+141.5%
W vs XRT
+123.1%
+18.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +3.9% |
| 7D | +6.5% | -0.3% | +6.7% | +6.8% |
| 30D | -6.2% | -5.6% | -0.6% | +2.4% |
| 3M | +48.9% | +2.5% | +46.3% | +45.4% |
| 6M | +31.2% | +3.7% | +27.5% | +26.5% |
| YTD | -0.4% | +1.0% | -1.4% | +0.2% |
| 1Y | +14.8% | -1.2% | +16.0% | +19.3% |
| 3Y | +40.5% | +43.4% | -2.9% | -1.9% |
| 5Y | -62.1% | -0.7% | -61.4% | -49.4% |
| 10Y | +141.5% | +123.7% | +17.8% | +0.4% |
| All | +141.5% | +123.1% | +18.4% | +0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling