+599.5%
XYZ vs XRT
+149.4%
+450.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +3.6% |
| 7D | +12.1% | +0.9% | +11.3% | +11.6% |
| 30D | +12.4% | +7.9% | +4.4% | +4.0% |
| 3M | +8.2% | -0.2% | +8.4% | +8.7% |
| 6M | +20.7% | +5.6% | +15.1% | +14.3% |
| YTD | +31.3% | +5.7% | +25.7% | +24.6% |
| 1Y | +20.5% | +14.6% | +5.9% | +4.4% |
| 3Y | +72.6% | +50.7% | +21.9% | +13.2% |
| 5Y | -64.0% | -4.8% | -59.2% | -61.0% |
| All | +599.5% | +149.4% | +450.1% | +200.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling