+30.9%
XLB vs XRT
-1.2%
+32.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +0.1% |
| 7D | -1.4% | +2.5% | -3.8% | -2.6% |
| 30D | +7.1% | +10.3% | -3.2% | +2.0% |
| 3M | +0.6% | +2.4% | -1.8% | -0.7% |
| 6M | +3.5% | +10.0% | -6.5% | -1.6% |
| YTD | +18.2% | +9.5% | +8.7% | +12.6% |
| 1Y | +25.6% | +17.2% | +8.4% | +15.7% |
| 3Y | +46.7% | +62.0% | -15.3% | +14.4% |
| 5Y | +30.9% | -2.1% | +33.0% | +21.3% |
| All | +30.9% | -1.2% | +32.1% | +21.3% |
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