+145.1%
XRT vs AG
+64.1%
+81.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | +0.1% |
| 7D | +4.1% | +6.0% | -1.9% | +3.6% |
| 30D | +9.9% | -13.5% | +23.5% | +11.1% |
| 3M | +2.3% | -20.7% | +22.9% | +3.8% |
| 6M | +9.6% | -31.5% | +41.1% | +12.0% |
| YTD | +9.1% | -10.1% | +19.3% | +8.0% |
| 1Y | +16.2% | +26.0% | -9.8% | +11.6% |
| 3Y | +60.1% | +228.9% | -168.8% | +37.6% |
| 5Y | -0.5% | +8.7% | -9.1% | -9.4% |
| 10Y | +145.1% | +71.9% | +73.2% | +110.7% |
| All | +145.1% | +64.1% | +81.0% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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