+141.1%
XRT vs ALB
+35.3%
+105.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | -1.4% | +1.1% | -2.5% | -1.8% |
| 30D | +9.8% | -2.6% | +12.3% | +10.3% |
| 3M | +3.3% | -25.6% | +28.8% | +10.5% |
| 6M | +13.6% | -54.0% | +67.6% | +36.3% |
| YTD | +9.1% | -31.6% | +40.6% | +15.0% |
| 1Y | +15.1% | -6.6% | +21.6% | +11.0% |
| 3Y | +59.9% | -14.0% | +73.9% | +43.8% |
| 5Y | -1.7% | -62.5% | +60.8% | +8.9% |
| 10Y | +141.1% | +36.3% | +104.8% | +64.3% |
| All | +141.1% | +35.3% | +105.8% | +64.3% |
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