+128.8%
XLP vs XRT
+163.3%
-34.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | -0.1% |
| 7D | +0.1% | +2.5% | -2.4% | -0.6% |
| 30D | +8.9% | +10.3% | -1.4% | +6.1% |
| 3M | +7.5% | +2.4% | +5.1% | +6.8% |
| 6M | +9.4% | +10.0% | -0.5% | +6.6% |
| YTD | +19.3% | +9.5% | +9.7% | +16.2% |
| 1Y | +21.7% | +17.2% | +4.6% | +16.5% |
| 3Y | +44.0% | +62.0% | -18.0% | +24.8% |
| 5Y | +42.8% | -2.1% | +44.9% | +39.0% |
| 10Y | +128.8% | +152.6% | -23.8% | +49.8% |
| All | +128.8% | +163.3% | -34.5% | +49.8% |
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