+37.7%
XLC vs XRT
-1.0%
+38.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.7% |
| 7D | -0.8% | +0.8% | -1.7% | -1.3% |
| 30D | +1.0% | -4.2% | +5.2% | +3.2% |
| 3M | -0.7% | +5.1% | -5.8% | -3.3% |
| 6M | -5.1% | +2.4% | -7.6% | -6.6% |
| YTD | -4.3% | +3.2% | -7.5% | -6.3% |
| 1Y | -0.6% | +1.5% | -2.1% | -2.1% |
| 3Y | +72.7% | +40.6% | +32.1% | +39.5% |
| All | +37.7% | -1.0% | +38.7% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling