+61.1%
XRT vs M
+159.6%
-98.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -1.4% | -3.3% | +1.9% | -0.5% |
| 30D | +9.8% | +8.1% | +1.7% | +7.2% |
| 3M | +3.3% | +2.2% | +1.1% | +2.3% |
| 6M | +13.6% | +35.1% | -21.5% | +3.5% |
| YTD | +9.1% | +15.8% | -6.8% | +3.2% |
| 1Y | +15.1% | +25.8% | -10.8% | +6.2% |
| All | +61.1% | +159.6% | -98.5% | +19.6% |
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