+42.7%
XLP vs XRT
-3.3%
+46.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.1% | -0.1% |
| 7D | +3.5% | +2.3% | +1.2% | +2.9% |
| 30D | +11.6% | +9.8% | +1.8% | +9.1% |
| 3M | +7.6% | -0.2% | +7.8% | +7.6% |
| 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% | +19.7% |
| 3Y | +44.0% | +52.0% | -8.0% | +28.9% |
| 5Y | +42.7% | -3.2% | +45.9% | +35.9% |
| All | +42.7% | -3.3% | +46.0% | +35.9% |
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