+163.6%
W vs XRT
+146.4%
+17.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.1% |
| 7D | -4.2% | +0.8% | -5.0% | -5.2% |
| 30D | -7.6% | -4.2% | -3.4% | -1.5% |
| 3M | +37.2% | +5.1% | +32.1% | +29.5% |
| 6M | +26.3% | +2.4% | +23.9% | +24.4% |
| YTD | -1.0% | +3.2% | -4.2% | -3.3% |
| 1Y | +20.1% | +1.5% | +18.6% | +20.1% |
| 3Y | +37.8% | +40.6% | -2.8% | +0.6% |
| 5Y | -63.7% | -1.0% | -62.7% | -51.5% |
| 10Y | +156.3% | +128.4% | +27.9% | +13.5% |
| All | +163.6% | +146.4% | +17.2% | +11.7% |
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