+501.4%
XLP vs XRT
+514.3%
-12.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.1% |
| 7D | -1.0% | +0.8% | -1.8% | -1.3% |
| 30D | -0.9% | -4.2% | +3.3% | +0.4% |
| 3M | +3.8% | +5.1% | -1.3% | +2.2% |
| 6M | -1.7% | +2.4% | -4.2% | -2.6% |
| YTD | +10.3% | +3.2% | +7.1% | +8.9% |
| 1Y | +7.8% | +1.5% | +6.3% | +6.8% |
| 3Y | +27.2% | +40.6% | -13.4% | +12.1% |
| 5Y | +32.5% | -1.0% | +33.5% | +27.3% |
| 10Y | +101.8% | +128.4% | -26.6% | +35.6% |
| All | +501.4% | +514.3% | -12.9% | +166.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling