+538.9%
XRT vs AGI
+329.5%
+209.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +1.7% | -10.1% | +11.8% | +2.2% |
| 30D | +7.5% | -6.5% | +14.0% | +7.7% |
| 3M | +2.2% | -12.8% | +15.0% | +2.6% |
| 6M | +14.7% | -34.3% | +49.0% | +16.2% |
| YTD | +7.5% | -25.6% | +33.1% | +8.2% |
| 1Y | +14.1% | -14.2% | +28.4% | +14.2% |
| 3Y | +58.8% | +127.3% | -68.5% | +52.6% |
| 5Y | -3.9% | +241.8% | -245.7% | -9.3% |
| 10Y | +137.7% | +381.8% | -244.1% | +119.4% |
| All | +538.9% | +329.5% | +209.3% | +463.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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