+548.2%
XRT vs XHB
+273.6%
+274.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -1.4% | -4.1% | +2.7% | +1.3% |
| 30D | +9.8% | +9.6% | +0.1% | +3.4% |
| 3M | +3.3% | -6.0% | +9.3% | +7.3% |
| 6M | +13.6% | +2.2% | +11.4% | +11.1% |
| YTD | +9.1% | +1.1% | +7.9% | +6.6% |
| 1Y | +15.1% | -1.7% | +16.8% | +14.5% |
| 3Y | +59.9% | +36.5% | +23.5% | +26.7% |
| 5Y | -1.7% | +33.5% | -35.2% | -21.0% |
| 10Y | +141.1% | +240.9% | -99.8% | +6.8% |
| All | +548.2% | +273.6% | +274.5% | +114.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling