+513.3%
XRT vs AU
+222.1%
+291.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.2% |
| 7D | +0.8% | -3.6% | +4.4% | +1.1% |
| 30D | -4.2% | +23.9% | -28.1% | -5.9% |
| 3M | +5.1% | +19.1% | -14.0% | +3.3% |
| 6M | +2.4% | -0.2% | +2.6% | +1.7% |
| YTD | +3.2% | +32.5% | -29.3% | -0.1% |
| 1Y | +1.5% | +96.9% | -95.4% | -5.0% |
| 3Y | +40.6% | +614.7% | -574.2% | +16.7% |
| 5Y | -1.0% | +647.7% | -648.7% | -19.4% |
| 10Y | +128.4% | +679.2% | -550.8% | +77.0% |
| All | +513.3% | +222.1% | +291.2% | +341.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling