+152.6%
XRT vs A
+328.7%
-176.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +2.3% |
| 7D | +2.5% | +4.8% | -2.3% | +0.3% |
| 30D | +10.3% | +5.6% | +4.7% | +7.4% |
| 3M | +2.4% | +23.6% | -21.2% | -7.7% |
| 6M | +10.0% | +56.4% | -46.4% | -12.1% |
| YTD | +9.5% | +33.4% | -23.9% | -6.0% |
| 1Y | +17.2% | +23.7% | -6.5% | +4.1% |
| 3Y | +62.0% | +71.0% | -9.0% | +18.9% |
| 5Y | -2.1% | +16.8% | -18.9% | -15.0% |
| 10Y | +152.6% | +323.8% | -171.2% | +28.3% |
| All | +152.6% | +328.7% | -176.2% | +28.3% |
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