+427.9%
XLB vs XRT
+514.3%
-86.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.9% |
| 7D | -1.4% | +0.8% | -2.2% | -1.9% |
| 30D | -0.4% | -4.2% | +3.8% | +2.2% |
| 3M | +2.0% | +5.1% | -3.1% | -1.2% |
| 6M | +1.8% | +2.4% | -0.6% | -0.1% |
| YTD | +16.6% | +3.2% | +13.4% | +13.8% |
| 1Y | +16.9% | +1.5% | +15.4% | +15.0% |
| 3Y | +32.6% | +40.6% | -8.0% | +5.0% |
| 5Y | +35.6% | -1.0% | +36.6% | +28.0% |
| 10Y | +160.0% | +128.4% | +31.6% | +27.8% |
| All | +427.9% | +514.3% | -86.4% | +19.7% |
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