+123.7%
XRT vs A
+237.5%
-113.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -0.9% |
| 7D | -0.3% | -2.1% | +1.8% | +0.7% |
| 30D | -5.6% | +0.6% | -6.2% | -6.1% |
| 3M | +2.5% | +10.9% | -8.3% | -2.8% |
| 6M | +3.7% | +28.2% | -24.5% | -9.1% |
| YTD | +1.0% | +8.6% | -7.6% | -4.4% |
| 1Y | -1.2% | +15.5% | -16.7% | -9.7% |
| 3Y | +43.4% | +31.8% | +11.6% | +19.2% |
| 5Y | -0.7% | -14.9% | +14.1% | 0.0% |
| 10Y | +123.7% | +237.8% | -114.1% | +23.4% |
| All | +123.7% | +237.5% | -113.8% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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