+528.0%
XRT vs GEN
+426.0%
+102.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -0.9% |
| 7D | +0.9% | +2.3% | -1.4% | +0.2% |
| 30D | +7.9% | +33.1% | -25.1% | -1.7% |
| 3M | -0.2% | +6.5% | -6.7% | -3.3% |
| 6M | +5.6% | +53.8% | -48.2% | -10.1% |
| YTD | +5.7% | +11.2% | -5.6% | -0.6% |
| 1Y | +14.6% | +19.4% | -4.8% | +5.3% |
| 3Y | +50.7% | +81.0% | -30.4% | +18.9% |
| 5Y | -4.8% | +33.4% | -38.3% | -19.0% |
| 10Y | +152.6% | +164.3% | -11.6% | +51.3% |
| All | +528.0% | +426.0% | +102.0% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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