+676.4%
XLI vs XRT
+514.3%
+162.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.2% |
| 7D | -1.1% | +0.8% | -1.9% | -1.5% |
| 30D | -5.9% | -4.2% | -1.8% | -3.7% |
| 3M | -0.3% | +5.1% | -5.3% | -3.5% |
| 6M | +0.1% | +2.4% | -2.3% | -1.8% |
| YTD | +13.6% | +3.2% | +10.4% | +10.8% |
| 1Y | +17.2% | +1.5% | +15.7% | +15.1% |
| 3Y | +68.2% | +40.6% | +27.6% | +33.8% |
| 5Y | +80.7% | -1.0% | +81.7% | +70.3% |
| 10Y | +253.3% | +128.4% | +124.8% | +77.5% |
| All | +676.4% | +514.3% | +162.1% | +81.2% |
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