+44.2%
XLU vs XRT
-1.7%
+46.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | -1.6% | -3.2% | +1.6% | -1.0% |
| 30D | -3.3% | -4.5% | +1.2% | -2.5% |
| 3M | -3.2% | -3.1% | -0.1% | -2.7% |
| 6M | -7.0% | +4.2% | -11.2% | -7.9% |
| YTD | +0.6% | -0.1% | +0.7% | +0.3% |
| 1Y | +2.4% | -3.0% | +5.5% | +2.7% |
| 3Y | +46.3% | +41.8% | +4.5% | +34.1% |
| All | +44.2% | -1.7% | +46.0% | +33.6% |
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