+43.7%
XRT vs M
+117.7%
-74.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.2% |
| 7D | +0.8% | +4.7% | -3.9% | -0.6% |
| 30D | -4.2% | -9.6% | +5.5% | -1.4% |
| 3M | +5.1% | +0.9% | +4.2% | +4.5% |
| 6M | +2.4% | +22.3% | -19.9% | -4.0% |
| YTD | +3.2% | +6.5% | -3.3% | +0.2% |
| 1Y | +1.5% | +38.8% | -37.2% | -8.8% |
| All | +43.7% | +117.7% | -74.0% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling