+44.0%
XLP vs XRT
-4.8%
+48.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +2.5% | +1.7% | +0.8% | +2.1% |
| 30D | +7.3% | +7.5% | -0.2% | +5.4% |
| 3M | +8.1% | +2.2% | +5.9% | +7.5% |
| 6M | +10.5% | +14.7% | -4.2% | +7.0% |
| YTD | +21.2% | +7.5% | +13.7% | +18.9% |
| 1Y | +22.7% | +14.1% | +8.6% | +18.8% |
| 3Y | +44.8% | +58.8% | -14.0% | +28.3% |
| All | +44.0% | -4.8% | +48.8% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling