+137.2%
XLP vs XRT
+139.8%
-2.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -0.5% | -1.4% | +0.9% | -0.2% |
| 30D | +8.3% | +9.8% | -1.4% | +5.7% |
| 3M | +8.7% | +3.3% | +5.4% | +7.7% |
| 6M | +11.2% | +13.6% | -2.4% | +7.4% |
| YTD | +20.0% | +9.1% | +10.9% | +17.0% |
| 1Y | +21.3% | +15.1% | +6.3% | +16.6% |
| 3Y | +43.8% | +59.9% | -16.1% | +25.0% |
| 5Y | +43.3% | -1.7% | +45.1% | +39.4% |
| All | +137.2% | +139.8% | -2.6% | +55.0% |
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