+16.2%
W vs XRT
-2.7%
+18.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +2.8% |
| 7D | +5.9% | -2.4% | +8.3% | +10.0% |
| 30D | -3.0% | -6.9% | +3.9% | +8.8% |
| 3M | +40.3% | -0.4% | +40.8% | +43.9% |
| 6M | +32.2% | +2.2% | +30.0% | +29.8% |
| YTD | -0.3% | -0.7% | +0.4% | +2.7% |
| 1Y | +16.2% | -2.0% | +18.2% | +20.1% |
| All | +16.2% | -2.7% | +18.8% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling