+513.3%
XRT vs ALB
+627.8%
-114.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +2.4% |
| 7D | +0.8% | -8.1% | +8.9% | +3.4% |
| 30D | -4.2% | +6.3% | -10.4% | -6.4% |
| 3M | +5.1% | -23.6% | +28.7% | +13.2% |
| 6M | +2.4% | -24.6% | +27.0% | +8.8% |
| YTD | +3.2% | -10.3% | +13.5% | +1.9% |
| 1Y | +1.5% | +61.5% | -59.9% | -19.7% |
| 3Y | +40.6% | -34.0% | +74.5% | +37.5% |
| 5Y | -1.0% | -44.6% | +43.6% | -2.8% |
| 10Y | +128.4% | +76.1% | +52.3% | +23.1% |
| All | +513.3% | +627.8% | -114.5% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling