+447.9%
XLU vs XRT
+501.1%
-53.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +1.5% |
| 7D | +2.1% | -0.3% | +2.3% | +2.2% |
| 30D | -0.4% | -5.6% | +5.3% | +1.3% |
| 3M | +0.5% | +2.5% | -2.1% | -0.5% |
| 6M | -5.8% | +3.7% | -9.5% | -7.1% |
| YTD | +3.1% | +1.0% | +2.2% | +2.4% |
| 1Y | +8.1% | -1.2% | +9.3% | +7.8% |
| 3Y | +50.5% | +43.4% | +7.2% | +32.0% |
| 5Y | +44.7% | -0.7% | +45.4% | +38.4% |
| 10Y | +136.8% | +123.7% | +13.1% | +57.9% |
| All | +447.9% | +501.1% | -53.2% | +139.0% |
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