+810.6%
XEL vs XRT
+539.9%
+270.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +2.4% | +1.7% | +0.7% | +2.0% |
| 30D | +8.3% | +7.5% | +0.8% | +6.3% |
| 3M | +4.2% | +2.2% | +2.0% | +3.5% |
| 6M | +3.7% | +14.7% | -10.9% | 0.0% |
| YTD | +13.1% | +7.5% | +5.6% | +10.5% |
| 1Y | +5.0% | +14.1% | -9.1% | +1.0% |
| 3Y | +55.0% | +58.8% | -3.8% | +34.7% |
| 5Y | +51.8% | -3.9% | +55.7% | +47.6% |
| 10Y | +185.6% | +137.7% | +47.9% | +94.3% |
| All | +810.6% | +539.9% | +270.7% | +323.0% |
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