-0.9%
XRT vs AZO
+85.8%
-86.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | -3.2% | -3.6% | +0.4% | -1.9% |
| 30D | -4.5% | -5.6% | +1.1% | -2.5% |
| 3M | -3.1% | -6.6% | +3.6% | -1.0% |
| 6M | +4.2% | -22.5% | +26.7% | +13.7% |
| YTD | -0.1% | -15.2% | +15.1% | +4.8% |
| 1Y | -3.0% | -33.9% | +30.9% | +12.2% |
| 3Y | +41.8% | +11.8% | +30.0% | +26.5% |
| All | -0.9% | +85.8% | -86.7% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling