+148.1%
XRT vs RF
+279.4%
-131.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | +0.9% | -0.9% | +1.8% | +1.4% |
| 30D | +7.9% | +6.0% | +1.9% | +5.2% |
| 3M | -0.2% | -8.9% | +8.7% | +4.1% |
| 6M | +5.6% | +2.3% | +3.2% | +4.2% |
| YTD | +5.7% | +7.6% | -1.9% | +1.6% |
| 1Y | +14.6% | +21.2% | -6.6% | +4.3% |
| 3Y | +50.7% | +108.5% | -57.9% | +5.8% |
| 5Y | -4.8% | +43.2% | -48.1% | -22.8% |
| All | +148.1% | +279.4% | -131.4% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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