+127.1%
XRT vs P
+705.1%
-578.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | +0.8% | +6.5% | -5.7% | -0.5% |
| 30D | -4.2% | +18.8% | -23.0% | -8.2% |
| 3M | +5.1% | +26.7% | -21.7% | -1.5% |
| 6M | +2.4% | +62.2% | -59.8% | -10.4% |
| YTD | +3.2% | +48.5% | -45.3% | -8.8% |
| 1Y | +1.5% | +26.4% | -24.9% | -8.9% |
| 3Y | +40.6% | +159.4% | -118.8% | -2.6% |
| 5Y | -1.0% | +275.8% | -276.8% | -39.6% |
| All | +127.1% | +705.1% | -578.0% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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