+543.0%
XYZ vs XRT
+145.7%
+397.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -1.1% |
| 7D | +9.2% | +2.3% | +6.9% | +7.1% |
| 30D | +9.8% | +9.8% | 0.0% | 0.0% |
| 3M | -0.2% | -0.2% | 0.0% | +0.4% |
| 6M | +18.0% | +8.4% | +9.6% | +8.8% |
| YTD | +29.1% | +7.5% | +21.6% | +20.4% |
| 1Y | +14.1% | +13.2% | +0.9% | +0.5% |
| 3Y | +72.6% | +52.0% | +20.6% | +13.3% |
| 5Y | -64.6% | -3.2% | -61.4% | -62.2% |
| 10Y | +590.0% | +157.1% | +432.9% | +180.2% |
| All | +543.0% | +145.7% | +397.3% | +148.6% |
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