-4.9%
XRT vs ALB
-63.4%
+58.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -1.6% |
| 7D | -0.4% | -3.6% | +3.1% | +0.3% |
| 30D | +7.5% | -2.9% | +10.4% | +8.0% |
| 3M | +2.3% | -25.8% | +28.2% | +8.6% |
| 6M | +12.8% | -53.6% | +66.4% | +32.1% |
| YTD | +7.1% | -32.4% | +39.4% | +12.1% |
| 1Y | +12.3% | -13.0% | +25.3% | +10.0% |
| 3Y | +57.0% | -15.0% | +72.0% | +41.5% |
| All | -4.9% | -63.4% | +58.6% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling