+64.7%
XLC vs XRT
+58.7%
+6.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.9% |
| 7D | +3.7% | +1.7% | +2.0% | +3.0% |
| 30D | -1.9% | +7.5% | -9.4% | -5.0% |
| 3M | -3.1% | +2.2% | -5.3% | -4.2% |
| 6M | -6.4% | +14.7% | -21.0% | -11.7% |
| YTD | -6.8% | +7.5% | -14.3% | -10.1% |
| 1Y | -1.7% | +14.1% | -15.8% | -7.6% |
| 3Y | +64.7% | +58.8% | +5.9% | +39.7% |
| All | +64.7% | +58.7% | +6.0% | +39.7% |
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 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