+70.8%
XLI vs XRT
-4.1%
+75.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.1% |
| 7D | +4.3% | -0.4% | +4.7% | +4.5% |
| 30D | +0.5% | +7.5% | -7.1% | -3.0% |
| 3M | -8.6% | +2.3% | -10.9% | -9.8% |
| 6M | -2.3% | +12.8% | -15.2% | -8.2% |
| YTD | +10.1% | +7.1% | +3.1% | +6.0% |
| 1Y | +11.0% | +12.3% | -1.3% | +4.4% |
| 3Y | +72.3% | +57.0% | +15.3% | +37.3% |
| 5Y | +70.8% | -4.3% | +75.2% | +64.6% |
| All | +70.8% | -4.1% | +75.0% | +64.6% |
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 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