+58.8%
XRT vs AG
+195.3%
-136.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.6% |
| 7D | +1.7% | -10.0% | +11.7% | +2.7% |
| 30D | +7.5% | -10.5% | +18.0% | +8.4% |
| 3M | +2.2% | -27.3% | +29.4% | +4.6% |
| 6M | +14.7% | -43.0% | +57.6% | +19.3% |
| YTD | +7.5% | -17.9% | +25.4% | +6.8% |
| 1Y | +14.1% | +11.9% | +2.2% | +9.7% |
| 3Y | +58.8% | +201.8% | -143.0% | +24.9% |
| All | +58.8% | +195.3% | -136.6% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling