-68.9%
XYZ vs XRT
-1.0%
-67.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -2.1% |
| 7D | -1.0% | +0.8% | -1.8% | -2.0% |
| 30D | -1.7% | -4.2% | +2.5% | +4.1% |
| 3M | +16.7% | +5.1% | +11.7% | +8.8% |
| 6M | +26.9% | +2.4% | +24.4% | +22.6% |
| YTD | +27.1% | +3.2% | +24.0% | +21.4% |
| 1Y | +9.3% | +1.5% | +7.7% | +6.2% |
| 3Y | +42.3% | +40.6% | +1.7% | -14.6% |
| All | -68.9% | -1.0% | -67.8% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling