+638.0%
XYZ vs XRT
+163.3%
+474.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | -0.1% | -0.3% |
| 7D | +14.9% | +2.5% | +12.4% | +12.4% |
| 30D | +14.7% | +10.3% | +4.3% | +3.6% |
| 3M | +12.1% | +2.4% | +9.7% | +9.6% |
| 6M | +18.3% | +10.0% | +8.3% | +7.1% |
| YTD | +36.1% | +9.5% | +26.5% | +24.1% |
| 1Y | +35.3% | +17.2% | +18.1% | +14.6% |
| 3Y | +73.5% | +62.0% | +11.5% | +5.3% |
| 5Y | -61.6% | -2.1% | -59.5% | -59.8% |
| 10Y | +638.0% | +152.6% | +485.4% | +195.3% |
| All | +638.0% | +163.3% | +474.7% | +195.3% |
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