+127.1%
XRT vs ALB
+74.5%
+52.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +2.1% |
| 7D | +0.8% | -8.1% | +8.9% | +2.9% |
| 30D | -4.2% | +6.3% | -10.4% | -5.9% |
| 3M | +5.1% | -23.6% | +28.7% | +11.5% |
| 6M | +2.4% | -24.6% | +27.0% | +7.5% |
| YTD | +3.2% | -10.3% | +13.5% | +2.1% |
| 1Y | +1.5% | +61.5% | -59.9% | -16.0% |
| 3Y | +40.6% | -34.0% | +74.5% | +39.6% |
| 5Y | -1.0% | -44.6% | +43.6% | -1.0% |
| All | +127.1% | +74.5% | +52.6% | +42.0% |
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