+152.6%
XRT vs ALB
+38.2%
+114.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +2.5% | +9.5% | -7.0% | +0.2% |
| 30D | +10.3% | -2.1% | +12.5% | +10.7% |
| 3M | +2.4% | -24.1% | +26.5% | +9.0% |
| 6M | +10.0% | -51.0% | +61.0% | +29.8% |
| YTD | +9.5% | -29.3% | +38.9% | +14.6% |
| 1Y | +17.2% | +3.2% | +14.0% | +10.0% |
| 3Y | +62.0% | -9.3% | +71.3% | +43.6% |
| 5Y | -2.1% | -61.6% | +59.5% | +8.0% |
| 10Y | +152.6% | +40.8% | +111.8% | +71.6% |
| All | +152.6% | +38.2% | +114.3% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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