+64.4%
XLF vs XRT
-2.4%
+66.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.3% |
| 7D | -1.0% | -2.4% | +1.4% | 0.0% |
| 30D | -1.3% | -6.9% | +5.6% | +1.9% |
| 3M | +9.1% | -0.4% | +9.6% | +9.1% |
| 6M | +14.4% | +2.2% | +12.1% | +12.7% |
| YTD | +5.1% | -0.7% | +5.8% | +4.9% |
| 1Y | +8.6% | -2.0% | +10.6% | +8.9% |
| 3Y | +74.4% | +41.0% | +33.4% | +46.0% |
| 5Y | +64.4% | -3.3% | +67.7% | +56.4% |
| All | +64.4% | -2.4% | +66.7% | +56.4% |
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 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