+41.0%
XLE vs XRT
+16.2%
+24.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.1% | +1.4% |
| 7D | -7.9% | +2.5% | -10.4% | -7.1% |
| 30D | -4.8% | +10.3% | -15.2% | -2.2% |
| 3M | +8.4% | +2.4% | +6.0% | +9.6% |
| 6M | +12.7% | +10.0% | +2.7% | +16.0% |
| YTD | +41.3% | +9.5% | +31.7% | +46.4% |
| All | +41.0% | +16.2% | +24.8% | +44.4% |
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