-2.6%
XRT vs AU
+673.1%
-675.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.4% |
| 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% | -4.0% |
| 6M | +1.7% | -0.6% | +2.3% | +1.0% |
| YTD | -1.5% | +26.2% | -27.6% | -4.4% |
| 1Y | -2.5% | +68.3% | -70.7% | -7.8% |
| 3Y | +39.9% | +592.1% | -552.2% | +12.9% |
| 5Y | -2.6% | +685.3% | -687.9% | -17.8% |
| All | -2.6% | +673.1% | -675.7% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling