-4.4%
XRT vs AU
+71.1%
-75.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.5% |
| 7D | -3.6% | -7.0% | +3.4% | -3.0% |
| 30D | -6.7% | +7.3% | -14.0% | -7.4% |
| 3M | -1.4% | +33.2% | -34.6% | -4.1% |
| 6M | +1.7% | -0.6% | +2.3% | +0.8% |
| YTD | -1.5% | +26.2% | -27.6% | -4.4% |
| All | -4.4% | +71.1% | -75.5% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling