+170.7%
XLE vs XRT
+123.1%
+47.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.2% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | +12.6% | -5.6% | +18.3% | +15.7% |
| 3M | +11.8% | +2.5% | +9.3% | +9.7% |
| 6M | +16.1% | +3.7% | +12.4% | +12.4% |
| YTD | +46.9% | +1.0% | +45.9% | +43.9% |
| 1Y | +53.3% | -1.2% | +54.5% | +51.4% |
| 3Y | +54.9% | +43.4% | +11.6% | +22.0% |
| 5Y | +225.7% | -0.7% | +226.4% | +204.7% |
| 10Y | +170.7% | +123.7% | +47.0% | +20.9% |
| All | +170.7% | +123.1% | +47.5% | +20.9% |
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