+551.0%
XRT vs GEN
+426.2%
+124.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.6% | +3.7% |
| 7D | +2.5% | -0.3% | +2.8% | +2.6% |
| 30D | +10.3% | +28.2% | -17.8% | +1.7% |
| 3M | +2.4% | +2.6% | -0.2% | +0.4% |
| 6M | +10.0% | +32.7% | -22.7% | -1.4% |
| YTD | +9.5% | +11.3% | -1.7% | +3.1% |
| 1Y | +17.2% | +17.9% | -0.8% | +8.1% |
| 3Y | +62.0% | +66.3% | -4.3% | +31.6% |
| 5Y | -2.1% | +31.7% | -33.8% | -16.2% |
| 10Y | +152.6% | +150.0% | +2.5% | +54.7% |
| All | +551.0% | +426.2% | +124.8% | +159.4% |
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