+166.5%
XLE vs XRT
-4.1%
+170.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.4% | +2.0% |
| 7D | +4.4% | -0.4% | +4.8% | +4.5% |
| 30D | -4.3% | +7.5% | -11.8% | -6.4% |
| 3M | +6.0% | +2.3% | +3.7% | +5.0% |
| 6M | +13.2% | +12.8% | +0.4% | +8.5% |
| YTD | +46.7% | +7.1% | +39.7% | +42.4% |
| 1Y | +46.6% | +12.3% | +34.4% | +39.9% |
| 3Y | +69.6% | +57.0% | +12.6% | +43.1% |
| 5Y | +166.5% | -4.3% | +170.8% | +173.7% |
| All | +166.5% | -4.1% | +170.6% | +173.7% |
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