+123.0%
XRT vs MKTX
+5.0%
+117.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -4.5% | +0.7% | -5.2% | -4.6% |
| 3M | -3.1% | +40.8% | -43.9% | -9.9% |
| 6M | +4.2% | -8.0% | +12.2% | +5.2% |
| YTD | -0.1% | -8.7% | +8.6% | +0.9% |
| 1Y | -3.0% | -11.8% | +8.8% | -1.6% |
| 3Y | +41.8% | -24.0% | +65.8% | +44.1% |
| 5Y | -1.3% | -60.3% | +59.0% | +13.6% |
| All | +123.0% | +5.0% | +117.9% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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