+43.7%
XRT vs ALC
-13.3%
+57.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.7% |
| 7D | +0.8% | -2.1% | +2.9% | +1.5% |
| 30D | -4.2% | -0.1% | -4.1% | -4.2% |
| 3M | +5.1% | +5.9% | -0.8% | +3.0% |
| 6M | +2.4% | -15.9% | +18.3% | +8.0% |
| YTD | +3.2% | -10.1% | +13.3% | +6.0% |
| 1Y | +1.5% | -10.2% | +11.7% | +4.2% |
| All | +43.7% | -13.3% | +57.0% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling