+500.1%
XRT vs MKTX
+1,711.3%
-1,211.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.1% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | -5.6% | +1.0% | -6.6% | -5.9% |
| 3M | +2.5% | +41.3% | -38.7% | -7.0% |
| 6M | +3.7% | -11.3% | +15.0% | +5.2% |
| YTD | +1.0% | -8.6% | +9.5% | +1.4% |
| 1Y | -1.2% | -11.1% | +9.9% | -0.3% |
| 3Y | +43.4% | -24.5% | +67.9% | +45.8% |
| 5Y | -0.7% | -61.4% | +60.7% | +17.9% |
| 10Y | +123.7% | +6.8% | +116.9% | +91.0% |
| All | +500.1% | +1,711.3% | -1,211.2% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling