+779.5%
XLY vs XRT
+491.2%
+288.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.2% |
| 7D | -2.1% | -2.4% | +0.3% | -0.5% |
| 30D | -6.0% | -6.9% | +0.9% | -1.3% |
| 3M | -2.7% | -0.4% | -2.3% | -2.6% |
| 6M | -1.5% | +2.2% | -3.7% | -3.2% |
| YTD | -5.4% | -0.7% | -4.8% | -5.4% |
| 1Y | -3.8% | -2.0% | -1.8% | -3.1% |
| 3Y | +36.6% | +41.0% | -4.4% | +5.8% |
| 5Y | +27.4% | -3.3% | +30.7% | +25.3% |
| 10Y | +218.2% | +124.8% | +93.4% | +53.9% |
| All | +779.5% | +491.2% | +288.3% | +80.8% |
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