+343.2%
XLE vs XRT
+514.3%
-171.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.4% |
| 7D | +2.2% | +0.8% | +1.4% | +1.7% |
| 30D | +11.8% | -4.2% | +16.0% | +14.4% |
| 3M | +9.8% | +5.1% | +4.7% | +5.9% |
| 6M | +15.6% | +2.4% | +13.2% | +12.2% |
| YTD | +45.3% | +3.2% | +42.1% | +40.1% |
| 1Y | +48.3% | +1.5% | +46.8% | +43.7% |
| 3Y | +55.4% | +40.6% | +14.9% | +20.1% |
| 5Y | +216.1% | -1.0% | +217.1% | +188.0% |
| 10Y | +178.4% | +128.4% | +50.0% | +33.5% |
| All | +343.2% | +514.3% | -171.2% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling