+20.7%
XYZ vs XRT
+5.3%
+15.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +3.8% |
| 7D | +12.1% | +0.9% | +11.3% | +11.5% |
| 30D | +12.4% | +7.9% | +4.4% | +4.4% |
| 3M | +8.2% | -0.2% | +8.4% | +8.8% |
| 6M | +20.7% | +5.6% | +15.1% | +14.6% |
| All | +20.7% | +5.3% | +15.3% | +14.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling