+538.9%
XRT vs AU
+154.8%
+384.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | +1.7% | -7.2% | +8.9% | +2.3% |
| 30D | +7.5% | -2.9% | +10.4% | +7.6% |
| 3M | +2.2% | -8.7% | +10.9% | +2.6% |
| 6M | +14.7% | -14.1% | +28.8% | +15.3% |
| YTD | +7.5% | +4.8% | +2.7% | +5.9% |
| 1Y | +14.1% | +11.9% | +2.2% | +11.7% |
| 3Y | +58.8% | +513.8% | -455.0% | +33.5% |
| 5Y | -3.9% | +379.3% | -383.2% | -19.1% |
| 10Y | +137.7% | +837.1% | -699.4% | +80.3% |
| All | +538.9% | +154.8% | +384.1% | +367.7% |
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