+123.0%
XRT vs AU
+699.0%
-576.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | -3.2% | -4.3% | +1.1% | -3.0% |
| 30D | -4.5% | +7.3% | -11.8% | -4.9% |
| 3M | -3.1% | +26.3% | -29.4% | -4.4% |
| 6M | +4.2% | +1.8% | +2.5% | +3.7% |
| YTD | -0.1% | +26.8% | -26.9% | -1.9% |
| 1Y | -3.0% | +66.7% | -69.7% | -6.2% |
| 3Y | +41.8% | +579.1% | -537.3% | +27.0% |
| 5Y | -1.3% | +689.3% | -690.6% | -12.8% |
| All | +123.0% | +699.0% | -576.0% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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