+123.7%
XRT vs M
-6.4%
+130.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.3% |
| 7D | -0.3% | +2.4% | -2.6% | -1.0% |
| 30D | -5.6% | -11.6% | +6.0% | -1.7% |
| 3M | +2.5% | +1.6% | +0.9% | +1.6% |
| 6M | +3.7% | +25.2% | -21.5% | -4.6% |
| YTD | +1.0% | +3.8% | -2.8% | -1.6% |
| 1Y | -1.2% | +36.3% | -37.5% | -12.4% |
| 3Y | +43.4% | +116.3% | -73.0% | +1.3% |
| 5Y | -0.7% | +28.2% | -28.9% | -20.7% |
| 10Y | +123.7% | -3.4% | +127.1% | +59.2% |
| All | +123.7% | -6.4% | +130.0% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling