+434.5%
XLB vs XRT
+549.7%
-115.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +0.5% | +4.1% | -3.6% | -2.0% |
| 30D | +6.9% | +9.9% | -3.0% | +0.8% |
| 3M | -0.2% | +2.3% | -2.4% | -1.8% |
| 6M | +3.3% | +9.6% | -6.3% | -2.8% |
| YTD | +18.0% | +9.1% | +8.9% | +11.2% |
| 1Y | +24.2% | +16.2% | +8.0% | +12.5% |
| 3Y | +44.7% | +60.1% | -15.4% | +5.8% |
| 5Y | +31.6% | -0.5% | +32.1% | +24.1% |
| 10Y | +164.2% | +145.1% | +19.1% | +24.1% |
| All | +434.5% | +549.7% | -115.2% | +16.9% |
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