+26.3%
W vs XRT
+2.0%
+24.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +0.6% |
| 7D | -4.2% | +0.8% | -5.0% | -5.6% |
| 30D | -7.6% | -4.2% | -3.4% | +0.7% |
| 3M | +37.2% | +5.1% | +32.1% | +27.8% |
| 6M | +26.3% | +2.4% | +23.9% | +23.5% |
| All | +26.3% | +2.0% | +24.4% | +23.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling