+43.7%
XLP vs XRT
+52.2%
-8.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.1% | 0.0% |
| 7D | +3.5% | +2.3% | +1.2% | +2.9% |
| 30D | +11.6% | +9.8% | +1.8% | +9.0% |
| 3M | +7.6% | -0.2% | +7.8% | +7.5% |
| 6M | +10.0% | +8.4% | +1.6% | +7.9% |
| YTD | +19.7% | +7.5% | +12.2% | +17.5% |
| 1Y | +23.5% | +13.2% | +10.3% | +19.8% |
| All | +43.7% | +52.2% | -8.5% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling