+39.9%
XRT vs AZO
+10.2%
+29.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -3.6% | -2.9% | -0.7% | -2.9% |
| 30D | -6.7% | -5.3% | -1.4% | -5.5% |
| 3M | -1.4% | -7.3% | +6.0% | +0.2% |
| 6M | +1.7% | -22.7% | +24.4% | +7.6% |
| YTD | -1.5% | -15.0% | +13.6% | +1.8% |
| 1Y | -2.5% | -32.2% | +29.8% | +6.6% |
| All | +39.9% | +10.2% | +29.6% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 3y: compounded portfolio wealth divided by compounded AZO 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…
3y analysis · Full analysis span regression · 6 months rolling