+148.1%
XRT vs ALB
+33.3%
+114.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | +0.9% | +9.1% | -8.2% | -1.3% |
| 30D | +7.9% | -3.4% | +11.4% | +8.7% |
| 3M | -0.2% | -20.6% | +20.4% | +5.1% |
| 6M | +5.6% | -48.2% | +53.7% | +22.7% |
| YTD | +5.7% | -29.2% | +34.9% | +10.5% |
| 1Y | +14.6% | +10.0% | +4.6% | +5.7% |
| 3Y | +50.7% | -12.9% | +63.6% | +35.3% |
| 5Y | -4.8% | -61.3% | +56.4% | +4.6% |
| All | +148.1% | +33.3% | +114.7% | +70.1% |
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