+533.2%
XYZ vs XRT
+135.8%
+397.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.8% |
| 7D | -1.0% | +0.8% | -1.8% | -1.8% |
| 30D | -1.7% | -4.2% | +2.5% | +2.8% |
| 3M | +16.7% | +5.1% | +11.7% | +10.8% |
| 6M | +26.9% | +2.4% | +24.4% | +24.0% |
| YTD | +27.1% | +3.2% | +24.0% | +23.3% |
| 1Y | +9.3% | +1.5% | +7.7% | +7.6% |
| 3Y | +42.3% | +40.6% | +1.7% | +1.3% |
| 5Y | -69.3% | -1.0% | -68.3% | -67.6% |
| 10Y | +586.8% | +128.4% | +458.4% | +206.1% |
| All | +533.2% | +135.8% | +397.4% | +154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling