+513.3%
XRT vs AGI
+454.5%
+58.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.1% |
| 7D | +0.8% | +0.6% | +0.2% | +0.8% |
| 30D | -4.2% | +18.2% | -22.4% | -4.8% |
| 3M | +5.1% | -4.1% | +9.2% | +5.1% |
| 6M | +2.4% | -28.7% | +31.1% | +3.5% |
| YTD | +3.2% | -4.0% | +7.2% | +2.9% |
| 1Y | +1.5% | +17.4% | -15.9% | +0.4% |
| 3Y | +40.6% | +203.0% | -162.5% | +33.7% |
| 5Y | -1.0% | +376.7% | -377.6% | -7.6% |
| 10Y | +128.4% | +407.5% | -279.1% | +110.0% |
| All | +513.3% | +454.5% | +58.9% | +436.3% |
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