+0.3%
XRT vs AG
+64.2%
-63.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.2% |
| 7D | +0.8% | +1.0% | -0.2% | +0.7% |
| 30D | -4.2% | +19.2% | -23.4% | -6.1% |
| 3M | +5.1% | +6.2% | -1.1% | +3.8% |
| 6M | +2.4% | -26.7% | +29.1% | +4.6% |
| YTD | +3.2% | +26.1% | -22.9% | -1.8% |
| 1Y | +1.5% | +131.7% | -130.1% | -11.1% |
| 3Y | +40.6% | +255.3% | -214.8% | +11.0% |
| All | +0.3% | +64.2% | -63.9% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling