+28.1%
XRT vs AS
+120.4%
-92.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +0.2% |
| 7D | +0.8% | -4.9% | +5.7% | +1.9% |
| 30D | -4.2% | -19.6% | +15.4% | +0.6% |
| 3M | +5.1% | -14.4% | +19.5% | +8.6% |
| 6M | +2.4% | -20.1% | +22.5% | +7.1% |
| YTD | +3.2% | -20.9% | +24.1% | +7.9% |
| 1Y | +1.5% | -21.9% | +23.4% | +6.0% |
| All | +28.1% | +120.4% | -92.3% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling