+20.7%
XYZ vs XRT
+18.0%
+2.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +5.5% | +9.8% | +9.2% |
| 7D | +16.5% | +8.0% | +8.5% | +7.8% |
| 30D | +15.0% | +13.0% | +1.9% | +1.7% |
| 3M | +3.5% | +1.7% | +1.8% | +1.8% |
| 6M | +21.9% | +12.6% | +9.3% | +8.2% |
| YTD | +34.6% | +10.7% | +24.0% | +20.8% |
| 1Y | +20.7% | +18.4% | +2.3% | +3.2% |
| All | +20.7% | +18.0% | +2.8% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling