+61.0%
XLC vs XRT
+49.6%
+11.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +1.1% |
| 7D | +4.9% | +0.9% | +4.0% | +4.4% |
| 30D | -5.8% | +7.9% | -13.8% | -8.9% |
| 3M | -5.4% | -0.2% | -5.3% | -5.6% |
| 6M | -10.2% | +5.6% | -15.7% | -12.4% |
| YTD | -10.2% | +5.7% | -15.8% | -12.7% |
| 1Y | -5.6% | +14.6% | -20.2% | -11.5% |
| 3Y | +61.0% | +50.7% | +10.3% | +37.6% |
| All | +61.0% | +49.6% | +11.4% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling