+215.2%
XLY vs XRT
+128.2%
+87.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | 0.0% |
| 7D | -1.7% | -3.2% | +1.5% | +0.3% |
| 30D | -4.2% | -4.5% | +0.3% | -1.5% |
| 3M | -2.7% | -3.1% | +0.4% | -0.9% |
| 6M | -0.6% | +4.2% | -4.9% | -3.3% |
| YTD | -5.0% | -0.1% | -4.9% | -5.2% |
| 1Y | -4.1% | -3.0% | -1.0% | -2.7% |
| 3Y | +33.6% | +41.8% | -8.2% | +6.7% |
| 5Y | +28.7% | -1.3% | +30.0% | +24.2% |
| All | +215.2% | +128.2% | +87.0% | +68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling