+652.6%
XLI vs XRT
+537.3%
+115.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | +0.2% |
| 7D | +4.3% | -0.4% | +4.7% | +4.6% |
| 30D | +0.5% | +7.5% | -7.1% | -4.0% |
| 3M | -8.6% | +2.3% | -10.9% | -10.2% |
| 6M | -2.3% | +12.8% | -15.2% | -9.7% |
| YTD | +10.1% | +7.1% | +3.1% | +4.8% |
| 1Y | +11.0% | +12.3% | -1.3% | +2.6% |
| 3Y | +72.3% | +57.0% | +15.3% | +28.0% |
| 5Y | +70.8% | -4.3% | +75.2% | +64.6% |
| 10Y | +228.7% | +136.7% | +92.0% | +61.2% |
| All | +652.6% | +537.3% | +115.4% | +71.3% |
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