+246.5%
XLF vs XRT
+125.1%
+121.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | -2.9% | -3.6% | +0.7% | -1.0% |
| 30D | -1.6% | -6.7% | +5.1% | +2.0% |
| 3M | +9.3% | -1.4% | +10.7% | +9.7% |
| 6M | +14.6% | +1.7% | +12.9% | +12.9% |
| YTD | +4.7% | -1.5% | +6.2% | +4.9% |
| 1Y | +8.6% | -2.5% | +11.1% | +9.1% |
| 3Y | +73.9% | +39.9% | +34.0% | +40.9% |
| 5Y | +65.0% | -2.6% | +67.7% | +58.6% |
| All | +246.5% | +125.1% | +121.5% | +63.1% |
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