+145.1%
XRT vs ALB
+34.3%
+110.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.9% | +0.7% |
| 7D | +4.1% | +5.3% | -1.2% | +2.7% |
| 30D | +9.9% | -6.3% | +16.2% | +11.5% |
| 3M | +2.3% | -27.4% | +29.7% | +10.1% |
| 6M | +9.6% | -53.1% | +62.7% | +30.7% |
| YTD | +9.1% | -32.3% | +41.5% | +15.4% |
| 1Y | +16.2% | -7.3% | +23.5% | +12.3% |
| 3Y | +60.1% | -14.9% | +75.0% | +44.3% |
| 5Y | -0.5% | -62.0% | +61.6% | +9.8% |
| 10Y | +145.1% | +33.0% | +112.1% | +68.6% |
| All | +145.1% | +34.3% | +110.8% | +68.6% |
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