+133.6%
XLC vs XRT
+107.0%
+26.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.9% | -0.1% |
| 7D | +3.1% | -0.4% | +3.5% | +3.3% |
| 30D | -4.2% | +7.5% | -11.7% | -7.7% |
| 3M | -2.1% | +2.3% | -4.5% | -3.5% |
| 6M | -6.6% | +12.8% | -19.5% | -12.2% |
| YTD | -7.8% | +7.1% | -14.8% | -11.4% |
| 1Y | -4.1% | +12.3% | -16.4% | -10.0% |
| 3Y | +62.6% | +57.0% | +5.6% | +27.0% |
| 5Y | +39.6% | -4.3% | +43.9% | +34.5% |
| All | +133.6% | +107.0% | +26.5% | +30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling