+30.8%
XLV vs XRT
+41.2%
-10.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | -3.6% | -3.2% | -0.4% | -2.6% |
| 30D | -1.8% | -4.5% | +2.7% | -0.5% |
| 3M | +7.8% | -3.1% | +10.9% | +8.7% |
| 6M | +9.1% | +4.2% | +4.9% | +7.6% |
| YTD | +7.7% | -0.1% | +7.8% | +7.5% |
| 1Y | +20.4% | -3.0% | +23.5% | +21.0% |
| 3Y | +30.8% | +41.8% | -11.0% | +17.0% |
| All | +30.8% | +41.2% | -10.4% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling