+119.9%
XRT vs XHB
+210.4%
-90.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.9% |
| 7D | -3.6% | -5.2% | +1.7% | +0.3% |
| 30D | -6.7% | -12.1% | +5.4% | +2.5% |
| 3M | -1.4% | -6.2% | +4.8% | +2.7% |
| 6M | +1.7% | -6.7% | +8.4% | +5.5% |
| YTD | -1.5% | -5.5% | +4.0% | +0.7% |
| 1Y | -2.5% | -15.6% | +13.2% | +8.4% |
| 3Y | +39.9% | +22.0% | +17.9% | +13.7% |
| 5Y | -2.6% | +31.8% | -34.5% | -26.1% |
| All | +119.9% | +210.4% | -90.5% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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