+148.1%
XRT vs ALL
+370.9%
-222.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.7% | +0.1% |
| 7D | +0.9% | -1.9% | +2.8% | +1.7% |
| 30D | +7.9% | +13.8% | -5.8% | +2.4% |
| 3M | -0.2% | -7.0% | +6.8% | +2.6% |
| 6M | +5.6% | +18.0% | -12.5% | -2.4% |
| YTD | +5.7% | +24.2% | -18.5% | -5.0% |
| 1Y | +14.6% | +31.2% | -16.6% | +0.4% |
| 3Y | +50.7% | +107.5% | -56.9% | +2.1% |
| 5Y | -4.8% | +144.8% | -149.6% | -42.7% |
| All | +148.1% | +370.9% | -222.8% | +10.8% |
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