+19.8%
XBI vs XRT
-4.5%
+24.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.0% |
| 7D | -4.6% | -3.6% | -1.0% | -2.1% |
| 30D | -0.8% | -6.7% | +5.9% | +4.1% |
| 3M | +21.8% | -1.4% | +23.2% | +22.3% |
| 6M | +23.2% | +1.7% | +21.5% | +20.8% |
| YTD | +28.7% | -1.5% | +30.2% | +28.8% |
| 1Y | +67.8% | -2.5% | +70.2% | +68.4% |
| 3Y | +100.6% | +39.9% | +60.7% | +52.1% |
| 5Y | +19.8% | -2.6% | +22.4% | +14.2% |
| All | +19.8% | -4.5% | +24.3% | +14.2% |
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