+49.9%
XLE vs XRT
+18.0%
+31.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.5% | -10.3% | -3.2% |
| 7D | -7.2% | +8.0% | -15.2% | -5.1% |
| 30D | +0.1% | +13.0% | -12.9% | +3.4% |
| 3M | +9.2% | +1.7% | +7.5% | +10.4% |
| 6M | +8.4% | +12.6% | -4.2% | +11.9% |
| YTD | +44.9% | +10.7% | +34.2% | +50.5% |
| 1Y | +49.9% | +18.4% | +31.5% | +54.6% |
| All | +49.9% | +18.0% | +31.9% | +54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling