+132.2%
XRT vs ALL
+376.2%
-244.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.6% | -2.5% |
| 7D | -0.4% | 0.0% | -0.4% | -0.5% |
| 30D | +7.5% | +12.8% | -5.3% | +2.3% |
| 3M | +2.3% | +4.7% | -2.3% | +0.2% |
| 6M | +12.8% | +24.9% | -12.1% | +1.9% |
| YTD | +7.1% | +30.0% | -22.9% | -5.6% |
| 1Y | +12.3% | +29.9% | -17.7% | -1.0% |
| 3Y | +57.0% | +117.5% | -60.5% | +4.4% |
| 5Y | -4.3% | +161.7% | -166.0% | -44.0% |
| All | +132.2% | +376.2% | -244.0% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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