+133.1%
XLC vs XRT
+111.8%
+21.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | +0.7% |
| 7D | +7.1% | +2.5% | +4.6% | +5.8% |
| 30D | -2.7% | +10.3% | -13.1% | -7.4% |
| 3M | -3.2% | +2.4% | -5.6% | -4.5% |
| 6M | -7.7% | +10.0% | -17.6% | -12.1% |
| YTD | -8.0% | +9.5% | -17.5% | -12.5% |
| 1Y | -3.1% | +17.2% | -20.2% | -10.9% |
| 3Y | +64.9% | +62.0% | +2.9% | +26.9% |
| 5Y | +39.5% | -2.1% | +41.6% | +32.9% |
| All | +133.1% | +111.8% | +21.3% | +28.5% |
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