+289.7%
XRT vs INDA
+122.2%
+167.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.8% | -1.8% |
| 7D | -0.4% | +3.1% | -3.5% | -1.9% |
| 30D | +7.5% | +9.1% | -1.6% | +3.1% |
| 3M | +2.3% | +3.2% | -0.9% | +0.8% |
| 6M | +12.8% | +8.5% | +4.4% | +8.4% |
| YTD | +7.1% | -4.6% | +11.7% | +9.4% |
| 1Y | +12.3% | -5.5% | +17.8% | +15.2% |
| 3Y | +57.0% | +16.7% | +40.3% | +45.3% |
| 5Y | -4.3% | +9.0% | -13.3% | -8.4% |
| 10Y | +136.7% | +116.6% | +20.0% | +66.1% |
| All | +289.7% | +122.2% | +167.5% | +162.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling