-55.9%
W vs XRT
-4.8%
-51.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | -0.5% |
| 7D | +0.2% | +1.7% | -1.6% | -3.4% |
| 30D | +6.8% | +7.5% | -0.7% | -8.1% |
| 3M | +10.7% | +2.2% | +8.5% | +5.4% |
| 6M | +86.3% | +14.7% | +71.7% | +42.8% |
| YTD | +11.5% | +7.5% | +4.0% | -2.9% |
| 1Y | +5.1% | +14.1% | -9.0% | -19.6% |
| 3Y | +171.0% | +58.8% | +112.2% | +17.7% |
| All | -55.9% | -4.8% | -51.0% | -59.6% |
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