-4.7%
XRT vs P
+247.4%
-252.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.3% | -2.2% |
| 7D | +0.9% | -23.8% | +24.7% | +4.5% |
| 30D | +7.9% | -36.6% | +44.6% | +14.6% |
| 3M | -0.2% | +10.9% | -11.1% | -4.0% |
| 6M | +5.6% | +30.0% | -24.4% | -2.9% |
| YTD | +5.7% | +44.4% | -38.7% | -5.8% |
| 1Y | +14.6% | +3.9% | +10.7% | +7.5% |
| 3Y | +50.7% | +176.6% | -125.9% | -0.4% |
| All | -4.7% | +247.4% | -252.1% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling