+132.2%
XRT vs ACWI
+225.4%
-93.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.2% |
| 7D | -0.4% | +2.7% | -3.1% | -3.3% |
| 30D | +7.5% | -2.6% | +10.1% | +10.6% |
| 3M | +2.3% | -3.2% | +5.5% | +5.9% |
| 6M | +12.8% | +1.9% | +11.0% | +9.9% |
| YTD | +7.1% | +11.3% | -4.3% | -5.9% |
| 1Y | +12.3% | +11.7% | +0.6% | -1.6% |
| 3Y | +57.0% | +74.4% | -17.4% | -16.9% |
| 5Y | -4.3% | +59.5% | -63.8% | -43.4% |
| All | +132.2% | +225.4% | -93.1% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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