+163.9%
XLE vs XRT
+163.3%
+0.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.1% | -1.2% |
| 7D | -7.9% | +2.5% | -10.4% | -9.2% |
| 30D | -4.8% | +10.3% | -15.2% | -9.7% |
| 3M | +8.4% | +2.4% | +6.0% | +6.4% |
| 6M | +12.7% | +10.0% | +2.7% | +5.9% |
| YTD | +41.3% | +9.5% | +31.7% | +32.3% |
| 1Y | +42.3% | +17.2% | +25.1% | +28.4% |
| 3Y | +65.1% | +62.0% | +3.1% | +21.7% |
| 5Y | +150.2% | -2.1% | +152.3% | +139.6% |
| 10Y | +163.9% | +152.6% | +11.4% | +14.1% |
| All | +163.9% | +163.3% | +0.6% | +14.1% |
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