+528.0%
XRT vs M
+23.8%
+504.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | 0.0% |
| 7D | +0.9% | -4.3% | +5.2% | +2.5% |
| 30D | +7.9% | +1.3% | +6.7% | +7.3% |
| 3M | -0.2% | -7.4% | +7.2% | +2.4% |
| 6M | +5.6% | +18.3% | -12.8% | -2.1% |
| YTD | +5.7% | +7.6% | -1.9% | +0.8% |
| 1Y | +14.6% | +17.4% | -2.8% | +5.5% |
| 3Y | +50.7% | +108.4% | -57.7% | +2.3% |
| 5Y | -4.8% | -10.6% | +5.8% | -16.1% |
| 10Y | +152.6% | -3.2% | +155.8% | +69.7% |
| All | +528.0% | +23.8% | +504.2% | +189.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling