+513.3%
XRT vs A
+678.4%
-165.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | +0.8% | -1.9% | +2.7% | +1.7% |
| 30D | -4.2% | +6.9% | -11.1% | -7.5% |
| 3M | +5.1% | +9.2% | -4.1% | +0.1% |
| 6M | +2.4% | +25.7% | -23.3% | -9.9% |
| YTD | +3.2% | +11.5% | -8.3% | -4.0% |
| 1Y | +1.5% | +18.4% | -16.8% | -8.8% |
| 3Y | +40.6% | +26.6% | +14.0% | +18.9% |
| 5Y | -1.0% | -12.8% | +11.8% | -0.9% |
| 10Y | +128.4% | +247.2% | -118.8% | +10.0% |
| All | +513.3% | +678.4% | -165.1% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling