+33.4%
XRT vs AS
+133.7%
-100.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.3% |
| 7D | +2.3% | +7.1% | -4.8% | +0.7% |
| 30D | +9.8% | +12.8% | -3.0% | +6.8% |
| 3M | -0.2% | -14.7% | +14.6% | +3.3% |
| 6M | +8.4% | -9.9% | +18.3% | +10.5% |
| YTD | +7.5% | -16.1% | +23.7% | +10.8% |
| 1Y | +13.2% | +0.2% | +13.0% | +11.9% |
| All | +33.4% | +133.7% | -100.3% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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