-3.3%
XRT vs INDA
+5.9%
-9.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.0% |
| 7D | -2.4% | -2.6% | +0.2% | -0.3% |
| 30D | -6.9% | -2.9% | -4.0% | -4.7% |
| 3M | -0.4% | +2.4% | -2.8% | -2.3% |
| 6M | +2.2% | -2.6% | +4.9% | +4.3% |
| YTD | -0.7% | -10.0% | +9.3% | +7.7% |
| 1Y | -2.0% | -7.7% | +5.7% | +3.9% |
| 3Y | +41.0% | +8.9% | +32.1% | +26.2% |
| 5Y | -3.3% | +6.0% | -9.3% | -14.3% |
| All | -3.3% | +5.9% | -9.2% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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